Sackboy's my most played right now, with Heihachi as a distant second. I've been dappling in Jak, Dan and Spike a bit (of those three I love Dan, but I'm kinda focusing on learning the ins and outs of Sack and Hei before I dig into him).
Outside of that I don't touch the other chars that much, but in time that'll change. =) That's what I love about this whole thing, now that it's out it's like I can just tackle characters one at a time and get better and better as them.
If I haven't mentioned Trivio in my post, it's because she is so beautiful and precarious that I just wanted to show her how much she means to me.