Link, and all of the women except for Ivy.
I can't stand to look at Ivy.
If you do not know how to parry, by all means, use a strong slow character and learn to develop a competent strategy. However, if you can learn to effectively and reliably parry and counter-attack, the faster, nimbler characters are undeniably preferential.
Raphael is great, but I don't like the French, so let's drop the topic of Raphael. Actually, I like the French alright but Raphael is the only character my best human rival, Michael, can actually beat me with, so I never use him because he gets jealous.
It is very satisfying to thrash one's homophobic friend with the Great Fairy Sword. However, Link seems to wear heavy boots, and his aerial bomb-throwing, boomerang, arrow-shooting moves are more for flash than effect.
IMHO, Xianghua is the most fun to play because she has insane style. However, if you really must win, she would not be my first choice.
Sophitia can be very devastating, but if your opponent is familiar with her combos he can simply block, as she is slow to recover after long combos.
Sophitia's sister is an inferior fighter and not as good-looking as her older sister, so you may as well just use Sophitia if you want to play the role of a Greek Goddess.
Seung Mina is excellent if you can learn how to use her moves, as her weapon has terrific range and her kicks are very effective. She also perhaps has the most tools at her disposal for ringouts. It is so satisfying to have your opponent a kick away from perfecting you, and then, turn the tables on him and knock him off the edge.
Talim is nice, but she has limited range and little strength.
In truth, Taki is the best. She has some extremely powerful combos. She can also jump, roll, and--perhaps most importantly--has very quick, strong and deceptive low attacks. Also, sorry to sound chauvinistic here, but the entire notion of a well-endowed female ninja...gotta love those knockers.
As for most of the slower men....I can't say much for them, but maybe I just never learned the proper strategies for characters lacking haste.
Yoshimitsu....the only move of his I like is that shwacker-esque meditation he does to heal himself. However, you would be hard-pressed to find anyone who would say that Yoshimitsu is the best character, as his strength does not sufficiently compensate for his lack of speed.
Finally, if you truly want to master Soul Calibur, learn how to parry and counterattack...that is the skill that most separates the experts from the masters.
I am one of the best players in the world, so if you are ever in Southern California and are in need of humility, by all means, please drop me a line.
Have a nice day!