All 35 characters in Brawl
Mario
It's Mario what is there to say? He uses fireballs, a water gun, jumps in general. A pretty middle of the road character not too fast, slow, weak or powerful.
His final smash is the Mario Finale. Which is like a whirlwind of fire sort of like the Hadoken from Street Fighter. Typically KOs if you're caught in the fire.
Luigi
Luigi is the king of second bananas. His attacks are similar to Mario but are a bit more unpredictable. His fireball moves in a different way to Mario's and his up smash has a chance to KO but is hard to land. He can also launch himself like a rocket.
His Final Smash is the Negative Zone. which is a ball of dark energy that surrounds him and anyone nearby. If you get stuck in it you move in slow motion and slowly rack up damage and he's free to Smack you around in the ball.
Peach
Peach is a rather weak but persistent character who has a great jumping ability as she can hover to the sides. She has a variety of weapons at her disposal including her parasol for even more gliding, an infinite supply of Turnips and a frying pan, golf club and tennis racket.
Her final smash is Peach Blossom which makes all surrounding enemies fall asleep and healing Peaches to show up which she can eat at her leisure and restore health.
Bowser
Bowser is big and strong and surprisingly fast. He can use his claws, flaming breath and even his butt to flatten the competition.
His Final Smash is Giga Bowser, which temporarily makes him even bigger and invincible. He's a force to be reckoned with and if you see Giga Bowser... run.
Yoshi
Yoshi is a fast little guy who has a really weird jump that is hard to track. He can roll around in and egg, stomp you, or even put you in a egg and out of commission for a while.
His final Smash is Super Dragon. He sprouts wings and breathes out a lot of fire balls. Massive damage and he can't be knocked out while in flight.
Donkey Kong
Donkey Kong is the leader of the bunch, you know him well he's finally back to kick some tail, he's bigger, faster, and stronger too he's the first member of the DK crew.
He has a pretty great punch but he has to charge it up. Also he can headbutt you into the ground.
His Final Smash is Konga Beat. Where he pulls out the DK Bongo controller and if you time it right will make a series of shock waves. One of the more lame final smashes tbh.
Link
The Hero of Time... well the Hero of the Twilight Princess game in this one... he's not the fastest but he does hit hard and has a bag full of tricks. Arrows, Boomerang, bombs, a grappling hook he's ready for anything.
His Final Smash is Triforce Slash. He traps the enemy in front of him between two triangles and just wails on them before hitting them one last time. Typically a KO but hard to land and usually only hits one person.
Zelda/Sheik
The Princess Zelda is a very slow but powerful character. She can hit with moves from far away and has a great recovery move. She hits with fireballs that she can guide and she can even deflect projectiles. But that's not all... a simple button transforms her into Sheik, her alter ego. Sheik is fast and weak with quick ninja-like attacks. Mostly the exact opposite of Zelda. She throws needles and a chain and tends to make things explode.
They have the same final smash the Light Arrow. It's a single light arrow attack forward in a straight line but it can hit anyone in front of them in that line. Typically a KO.
Captain Falcon
Captain Falcon is one of the fastest characters in the game with one of the strongest moves in the game, the Falcon Punch! The thing is that it's a very slow move and rarely hits. But if you do manage to hit someone they typically die. He also has the falcon kick which can hit from above.
His final smash is Blue Falcon where he calls forth his race car, the blue falcon and essentially hits anyone who is in front of him with his car. Few survive this.
Ganondorf
Ganondorf is a weird character. He is essentially a clone of Captain Falcon having a lot of the same moves... it's just Ganondorf is slow, very slow... but his moves are even more powerful than Falcon's are. He's a slow force of nature.
His final smash is Beast Ganon where he turns himself into a huge Pig Beast and mows down everyone in front of him.
Samus/Zero Suit Samus
Samus is a intergalactic bounty hunter in a modified super suit, she (yes she) has laser cannons, and missles and can even roll into an impossibly tiny ball to lay down bombs. But all that weight of her suit makes her pretty slow.
Her final smash is the Zero Laser where she puts all of her effort into one huge beam of energy out of her arm cannon which consumes everyone in front of her... the thing is that after the move her suit will break apart revealing Zero Suit Samus underneath.
ZSS is much faster than Samus but weaker, she uses a laser gun and an energy whip to take down her foes. She's actually really good and a top tier character.
Kirby
Kirby is a little pink puffball with a massive appetite. He can fight with a sword, or a hammer, or even turn himself into a heavy rock but his best assest is that he can absorb that power of other characters by eating them. After eating them he gets their Hat/Hair/etc and can use one of their moves as his own.
His final smash is Cook Kirby where he gets all surrounding enemies and items and puts them in a pot and cooks them. Usually doing major damage to people and spawning some healing items out of the pot.
Fox
Fox is a fast character with a fast trigger finger who can shoot a gun faster than anyone. He can set himself on fire and launch himself at opponents and he can even make an energy shield around himself to deflect other blasts.
His final smash is Landmaster. He gets in a big flying tank and just blows the shit out of everything.
Falco
Like Fox, just just slower and stronger and just other subtle differences that arent really important enough to pertain to this game.
His Final Smash is Landmaster, see Fox.
Pikachu
Pikachu, the yellow Pokemon everyone knows, right? He uses electricity to zap his opponents and can even call down a thunderstorm to hit his opponents.
His final smash is Volt Tackle. He turns into a blue ball of energy that zips around haphazardly hitting whatever it can.
Jigglypuff
Jigglypuff is a light floaty character who can be easily killed. It's not that strong either but it can sing to put people to sleep and smack them around with Pound. And Rest if you are spot on will almost certainly kill your opponent but if you miss you'll be sleeping and they are free to beat the shit out of you.
Her final smash is Puff Up where she just gets huge. If you get in her way she's likely to push you right off the edge of the stage.
Ness
Ok, it's Ness. He's a little boy with psychic powers. He can set you on fire, or hit you with a ball of electricity. He can even make a shield that if hit with a projectile will heal him. He also has a bat and a yo-yo for total destruction.
His final smash is PK Starstorm which is a barrage of comets falling from the sky which are hard to avoid. They can hit your opponents and knock them around like ping-pong balls.
Ice Climbers
Popo and Nana are inseparable. They attack in perfect sync using their hammers, and can even freeze you in ice. Nana, the pink one, can be KOd without Popo, the blue one, dying, but if Popo goes they both die.
Their final smash is Ice Berg. Which makes a giant iceberg... it causes some major freezer burn and you tend to slip around on it except for the Ice Climbers they don't slip on it.
Marth
Marth is a swordsman who has a very quick blade. It's the most powerful when you attack from a distance only hitting them with the tip of the sword. He can chain sword attacks together in a variety of ways and has a counter move which, if he uses it and you hit him he hits you back for double damage.
His final smash is Critical Hit which launches him forward and the first person he hits he pretty much just kills right then and there.
Mr. Game and Watch
Game and Watch is a weird little flat guy with a lot of random moves. He can hit you with bacon, or catch your moves in a bucket which he turns into oil, or hit you with a chair, or a squid or really anything... all of his moves involve some weird thing honestly. His one move Judgement will pull out a number 1-9 and depending on the number it does different damage with other little effects. 1 being a weak 1% damage move that actually hurts G+W too and 9 being a straight up kill move.
His Final smash is Octopus... it turns him into a slow moving octopus with very powerful tentacles.
Diddy Kong
Diddy Kong isn't like Donkey at all.. he's fast and has little chip damage attacks. He has a gun that shoots peanuts and a jetpack. And can even make his foes slip on a banana peel (I wonder if random tripping is in this game *shudder*)
His final smash is Rocketbarrel Barrage which gives his jetpack infinite fuel and his peanut gun infinite peanuts... for a time anyway. He can just fly around laying waste to everything with legume terror.
Toon Link
Toon Link is like Link and can do everything Link can... he's just weaker and a lot faster with a better jump.
His final smash is Triforce Slash, see Link
Meta Knight
Meta Knight is all about speed and hitting enemies with little attacks. He can slice them with his sword or spin his body around in a tornado. He's a pretty shady guy and can attack from the shadows when you try to attack him if he wants.
His final smash is Galaxia Darkness. He flings his cape around and if you are in front of him the screen will go dark and he will do massive damage to you in the shadows.
King Dedede
DDD is a big penguin guy with a hammer. a hammer that hit really hard. he can charge it up for massive damage and also throw out his henchmen to attack for him. He has a really good jump too, similar to kirby and meta knight.
His final smash is Waddle Dee Army where he summons all of his minions at once and they fill the screen with chaos just hitting everything in sight.
Wolf
Wolf is like fox but a lot slower with more power and more ferocious attacks his gun even has a knife on it for god's sake.
His final smash is LANDMASTER! See Falco
Pokemon Trainer
Pokemon Trainer is 3 character in one, with a simple button press he can send out one of 3 pokemon. Squirtle the fast and weak pokemon, Ivysaur the middle range pokemon, and Charizard the slow and strong pokemon. He has to swap out every now and then or they will get tired.
His final smash is Triple Finish which has all 3 pokemon using a huge attack making a solar beam/hydro pump/ flame thrower massacre to anyone in front of them.
Lucario
Lucario is like Pokemon Goku,... or Pokemon Ryu. He gathers energy balls and makes huge kamehamehas which only get stronger the more damage he has on himself.
His final smash is Aura Storm which has him make a huge kamehameha which he can rotate slowly in any direction.
Lucas
Lucas is like Ness but without all the fancy toys but way more powerful psychic powers. He also has a little snake he can use as a grappling hook to grab enemies with.
His final smash is PK Starstorm, see Ness
Ike
Ike is like Marth only much slower and much much stronger. He focuses mostly on brute strength but also has the counter like Marth.
His final smash is Great Aether. He slashes his opponent then flings them in the air before slashing them multiple times before sending them crashing to the ground.
Pit
Pit is an angel guy with a magic bow and great flying ability. He can aim his arrows in any direction can block attacks with his shield.
His final smash is Palutena's Army... similar to DDD's smash only he has a bunch of angel soldiers come out to bash the enemy.
Wario
Wario is a really weird guy. He can shove you in his mouth, run you over with a motocycle, or even just fart on you which makes like a nuclear explosion.
His final smash is Wario-man which puts him in a super hero costume and lets him jump around and be way more powerful and fast.
Olimar
Olimar commands an army of little plant guys known as pikmin. He can pluck them up and use them as projectiles or just bash the enemy's head in with one. The colour of the pikmin determines what it can do. Red have fire damage, Blue is just a regular attack, Yellow is electric damage, White causes poison and Purple is like a heavy hitter.
His final smash is End of Day. He flies off out of the stage in a rocket ship and while he is away everyone on the ground is attacked by giant Mushroom creatures and then he comes back down crashing his ship on the ground and making an explosion.
R.O.B
R.O.B or Robotic Operating Buddy is a robot... pretty simple. It can scoot around shooting laser beams and firing spinning tops at people and just straight up smacking them in the face with it's spinning arm.
It's final smash is Diffusion Beam which just sort of makes his laser always charged and a pink beam is constantly coming out of it. It's a hard one to avoid.
Snake
Snake is a stealthy guy, well not in this game in this he has explosives out the ass, grenades, landmines, rockets, a drone he can fly on. He can even hide inside of a box!!
His final smash is Grenade Launcher. He goes off in a helicopter can then gets to shoot at everyone on the screen from a safe distance.
Sonic
Sonic's the name, speeds his game! Sonic is the fastest character in the game with his running, spinning, jumping. He can hit you from anywhere and his attacks can even home in on you no matter where you are. Plus he can bounce on a little spring which is cool I guess.
His final smash is Super Sonic. Where he goes Super Sonic... think Super Saiyan with Yellow hair and levitation he can speed around hitting everyone in sight.