I've still got a lot to unlock, but here are my thoughts on a few characters.
ROB is interesting. Have only played a couple games but like I suspected he hits pretty dang hard and has really big range. Slow though.
Ike is really badass but slow as hell, as a result I don't like him.
Some of us think that Marth is really nerfed in this version, but I don't know. He's certainly faster than Ike, though his final smash is hard to pull off. I'm like the only person to have managed to regularly perform it -- even level 9 computer can't. It is easier than Meta Knight's, though -- you don't have to be right next to an enemy to pull it off.
Pikachu's final smash is hard to control but is assured destruction after a certain hit percentage, and being able to go pretty much anywhere means death to others when it's controllable. I was playing a number of level 9 cpu 2v2 team matches with another guy and we kept getting raped by the volt tackle.
Sonic is really weird. He can build up a lot of damage, but I find his smashes a bit hard to use; he's not good for getting lots of KOs. He controls in what I guess could be considered like the Advance style. The springs he uses can destroy blocks on Green Greens, so you can be dodgy as all hell and spring up in the air and destroy bomb blocks for potentially big damage. Super Sonic -- Sonic's final smash -- is pain on a stick, though, just like the volt tackle except even harder to control -- less spinning and more zooming in a straight line at super high speeds, though, naturally. Also, he has absolutely HUGE jump/recovery height, though he can't do any damage with the up+b for the most part, unless someone is underneath a falling spring when he does it.
Snake's final smash is also badass, maybe a bit harder to aim. Think the same basic idea of the dragoon except you get multiple chances to hit. Remote mines can also be pretty crazy.
AI is pretty damn impressive in this game, though even at level 9 sometimes the characters will walk to the hellbeasts in New Pork City and promptly get destroyed as a result. This happened earlier today in a team battle with two Sonics against I think Marth and Kirby. I died leaving Sonic to fight off Marth, each had one life, and Marth had over 200% on him, Sonic about 150%; I think Sonic went to get a Smash Ball and ended up stuck on a ledge with the monster on the main platform, and promptly suicided as a result.
I got back at them later.
Dedede's final smash is nice, because you don't have to be near anybody to activate it. Similarly with the Mother characters' final smash, lots of pain raining down, though theirs is more avoidable. Dedede also seems near invincible while doing his smash.
I for some reason really like the Ice Climber stage, but the Mario Bros. stage seems likely to favor characters with big smash attacks. It is really bad for, say, Sonic. Easy to spin dash off the side of the level. No falls mean sword hits can be fatal really easily in this one.
I still think Meta Knight is awesome. I always was like, "You know what Konami character would REALLY be good in Brawl? Sparkster!"
(Apparently I wasn't the only one!) Meta Knight's control in Brawl is eerily similar to that of Sparkster in the eponymous Genesis game. His sound effect is similar too.
GHZ is small. I wish it could have been larger.
It seems though that even now I've still played most Brawls on Hyrule Temple. I'm starting to get sick of it, which reminds me that I need to start creating stages.
Also, the new Star Fox stage has an awesome background.
Subspace. Without spoiling, it's long and fairly hard at least the first time. Haven't beaten the whole thing, I'm up to the part where Samus get the suit.
Storyline is cool, I actually like the lack of any lame voice work or anything. It fits well -- reminds me of games like Sonic 3. Speaking of which, it's a pity he doesn't have a role in it really, but whatever. I'll live.
One last thing. If everyone has a handicap of 300% to make for fast matches, do not let someone else play as Sonic. One hit from the spin attack will destroy you.
tl;dr THIS GAME IS AWESOME