Well... there are a lot of them I like, but I usually answer Mewtwo for this question.
There a couple of reasons for this: first, I'm a power-gamer at heart, and back in the day my Mewtwo was damn near untouchable. The scene's a little different now, of course, but you never forget your first, and I like to think that he could still put on a good show.
The second is a role-playing reason. Can Mewtwo be taught to love? Can its vicious nature, traumatic past and existential distress be overcome with friendship and kindness? Let me try to find out.