Lion, VF2 and onwards. I started the VF series with VF2, and he and Shun had more interesting styles than most of the other characters. But Shun was and is a little harder to use than a fast poke-poke-poke Lion.
Apharmd B, VOOT. In contrast to the way I play Lion, Apharmd B is all about the big-hit tongfers. Some of his other weapons do good damage, but mostly they're there for positioning, to set up for a tongfer hit.
Voldo, SC series. I like weird characters.
and just to round out a top 5 or so: Lau and Sarah from VF. Fairly fast, can pack a lot of power in fast canned combos (Lion's most powerful combos are rolled combos and IMO harder to pull off), very easy learning curve.
(honorable mentions - Mitsurugi, SC, for power and I don't have any DOA favorites. I really don't play 2D fighters enough to have a favorite. Other VF chars I like: Jeff, for the Splash Mountain throw, Vanessa, for the offense/defense stance stuff, Pai, for being a weaker but faster Lau. Never could get into playing Kage, Jacky, Akira, Taka, Wolf, etc.)