I'm going to give a brief rundown on the newcomers so you guys know what you're in for.
Bowser Jr.: He's an extremely versatile character that excels both at range and up close. He has many multi-hit attacks, which is great for racking up damage and changing the flow of a match. One of his most valuable moves is his Up B, where he ejects himself out of the clown car. The clown car explodes, causing solid damage and knockback. Bowser Jr. is also extremely potent int he air and any aerial attack from him out of the clown car could be an easy KO. He's one of the most fun newcomers in my opinion as he can do so many things.
Palutena: Though Palutena has a very diverse set of custom moves, her normal moveset comes off as an odd decision. A basic teleport, a spam projectile, a wall that can push back and block, and a counter. Not so interesting on paper, but used effectively, you can control the pace of the battle. Her smashes have impressive range, but are slow and can be punished easily. I'm not a huge fan of her, but maybe she has a custom moveset that unlocks her true potential.
Robin: Scales will be tipped. Believe it or not, Robin's range is pretty poor. He doesn't have many sweeping attacks, and his smashes can be easily dodged or whiffed. His down smash is probably his best and most reliable for KOs. His two most interesting moves are Thunder and El Fire. El Fire is great for setting up attacks, which helps with his range problem, and the thunder variations are all very effective. He's someone who takes some practice to use as you need to diversify your attacks throughout the battle.
Little Mac: He is probably the most strange out of all the newcomers. In the span of a few weeks, he went from garbage to top tier to who knows where he is now. He is a very easy character to play badly. Mac is all about positioning. Pretty much all his attacks move him in some way. You will be surprised to see that you completely missed your smash attack when your opponent was right in front of you. Once you know where you should be and when to attack, he can be incredibly devastating. He also has the coolest looking down smash in the game. It's worth noting that while his air game is awful (seriously don't even try), his Up B is a great KO move.
Greninja: That ain't Sheik. Though they are both kind of ninjas, they are very different from each other. At first, you may be disappointed by Greninja's seemingly lack of KO moves, but don't be fooled. His shadow sneak and substitute specials can instantly end the match if you pull them off. He is all about making those numbers go up before he gets in a stylish KO. His moves are all very quick and his aerials are to be feared. His shurikens are also great for deflecting Dedede's gordos.
Duck Hunt: Needless to say, he works best at range. He can't just spam projectiles though, you need a bit finesse and timing to pull it off right. His smashes all have impressive range, damage, and knockback. He can be very confusing to play as at first, but you can completely zone out your opponent if you use all his moves effectively. Personally I love it when the duck comes in and attacks. TEAMWORK.
Villager: He is both fun to play as and annoying to play against. He has a lot of spam potential when it comes to his gyroid, but the true artisan utilizes his pocket and tree. He's a far cry from your typical Smash fighter and you have to play him in a completely different way. Getting good with him is rewarding though. I will never tire of that bowling ball or tree.
Wii Fit Trainer: Easily the most underrated newcomer. I love playing as her. She is speedy and has deadly smashes, if not so great of a range. Her sun salutation is a solid charge projectile, and she can finish matches quick with deep breathing (if you get the timing down). She has a few unexpected and quirky moves, like her jab that can bury you and a forward tilt that can also hit behind you. I highly recommend everyone stick with her.
Dark Pit: HE'S LIKE PIT BUT DARK WOW. He's Pit, but slower and more powerful I think. WHO CARES. He does have a unique final smash though. That's right, they gave Dark Pit a completely different final smash, yet gave Lucina the Marth one with the exact same health bar. That doesn't even make sense because the health bar looks totally different.
Lucina: I CHALLENGE MY FATE. I'm not too sure about the stat breakdowns on these clone characters, but she's Marth without the tipper. Also, a girl.
Shulk: A VISION. Shulk's attacks look pretty boring (they are), but his true strength lies in the Monado arts. After you study Japanese for a few weeks, you two can learn what the hell they even mean. Or just memorize the colors if you want to cheat. His buffs all have INCREDIBLE advantages to them. Jump lets you almost hop out of the top blast box, Speed leaves Sonic in the dust, Defense makes you a walking tank, Attack makes every move a charged smash in power, and Smash can end matches when the opponent is barely over 60%. However, these all have great disadvantages too and you need to balance and time yourself correctly as their is a cool down and limit on your buffs. His counter may be the best one in the game. If you counter with the Smash buff, say bye bye to your foe.
Pac-Man: I love everything about Pac-Man. His taunts, his animations, his moves... JUST EVERYTHING. He is certainly slow, but he still has a myriad of quick strikes and is very versatile and hard-hitting. That fire hydrant is there to ruin your opponent's day. He probably has the worst alts though. I dare you to play on the 3DS with four Pac Men and tell me what the hell is going on.
Mega Man: A lot of people are disappointed in Mega Man because Samus' final Smash isn't his jab, but when played correctly he can be entertaining and worthwhile. He is a spam character. Prepare to spam. Spam metal blades. Spam crash bombers. Spam running tornados. Spam air tornados. Spam that slide. SPAM TO VICTORY.
I don't have a favorite, but I think all of the non-Dark Pit newcomers are very interesting and different from what we've seen before.