My favorites:
1. Ma Chao
2. Pang Tong
3. Xiahou Dun
4. Sun Quan
5. Zhuge Liang
(only DW game I have is the Xtreme Legends for 5...friend of mine has a few that I've played, though...)
Edit to add: Anyone do the challenge mode online ranking stuff? I've added two online for my DW5XL, but both were first time run-throughs and both were average scores (First time through the Gatekeeper one, I got a time of 6'02"46 with Ma Chao, though I'm ranked 375th >_< Need more practice at these, though I still can't even get the 2:38 I got on the "Kill 100 enemies in x amount of time one...I did just look on the Ma Chao rankings for Gatekeeper, I'm 14th...I wonder why he's not so popular for that?)