How many of these "Who's your favorite character" threads are we going to see? Sheesh.... Oh well, more gold for me. ^___^
When I want to get serious, I use...

He's quick, he's got nice mind games, and he's got plenty of range to keep shorter ranged characters from getting in too close. If my opponent gets too attack happy, it's great to activate Marth's Counter to smack your opponent in the face and cause them to think twice about their assault. I'm also getting used to using his Combo move, which is simply amazing.
When I'm just playing casually, I use...

Their moves have delay, but it doesn't feel like it. Once their hammers go up for the swing you've basically attacked since there is almost no swing animation. Then there is the fact that they are really powerful. You have two attackers and a great mix-up game since, once you learn to desynch, you can vary your attack timings. My favorite thing to do with the Ice Climbers is to grab my opponent with Popo and using Blizzard in their fact with Nana. ^^