I have the compilation pack, King of Fighters 00/01 and my favourite 3 characters to pick are:
K' (How could you go wrong with this guy)
Terry: (He's been in every single King of Fighters/ Fatal Fury)
Then maybe Kyo or Andy. Kyo has the skills, but all he can really do is hand to hand combat which can be a downfall to all the projectile throwing characters.
"Life isn't perfect, but sometimes you have to make the best of it."