This is actually a tough one for me to say. I would probably say either Luigi or Waluigi, but I feel that a better answer would be 'Not Mario'.
I say that because Mario just generally doesn't have as appealing or distinctive a personality. He's a happy go lucky plumber, brave, etc, but there's not too much depth to him (although in the paper mario spinoffs he is more likeable imo). And in a lot of non-Mario games which aren't typically heavy in plot or characters like your standard Mario game, he's not terribly distinctive either. And look at how he's described in Smash - a good 'all rounder'. But who really likes a jack of all trades, master of little besides staches? He doesn't offer anything distinctive being like that.
Compare him to his brother, Luigi. He's pretty well established as the more 'fraidy one, the taller brother who is usually in the shadows of his brother. There's already an interesting depth to him there, really emphasised in Luigi's Mansion (speaking of which I really should go get LM2 sometime) where despite that he still conquers his fears. Mario never seemed terrified in many games to me, so in that sense Luigi seemed to conquer something greater - not just foes and ghosts, but himself as well; all to save his brother. That's pretty endearing.
And hence there's also an underdog factor to him. And again game wise, he's the taller guy who can jump higher, maybe at the cost of a bit less control. Who doesn't want to go about jumping higher?
Honestly Wario and Waluigi have more of a comedy factor going for them, being rivals of their respective counterparts, but they're also pretty distinctive as well. Look at Wario being obsessed with money and being rich, and also just generally being more out-there. Again, that personally make him more interesting to me.
(I don't even know if Waluigi has his own game(s)
Nope, poor guy doesn't have his own game yet.