I was wondering this since I've been playing fighting games with the school lounge regulars after my classes now. I've played a lot of them (owned a few) and even had duels with people via Wii Sports Resort (but let's leave the duels part out since we always use Miis of ourselves.)
Here are the ones I can remember (The games I own are in bold)...
Persona 4 Arena - Main: Chie, Subs: Teddie and Akihiko (Main Navigator: Fuuka, Sub Navigator: Nanako [When both are available. Otherwise, I stick with lil' ol' Rise])
Tekken 6 - Main Male: Law, Sub Male: Armor King. Main Female: Lili, Sub Female, Azuka.
Super Street Fighter IV - Main: Ken, Subs: Juri and Chun-Li
Street Fighter x Tekken - Main Team: Ken and Lili, Sub Team: Law and Azuka
Mortal Kombat 9 - Main: Cyber Sub-Zero, Subs: SHang Tsung and Kitana
Super Smash Bros. Brawl - Main: Marth, Subs: Samus and Pokemon Trainer