Why? Well, she's holding a gun to my head right now, so I don't have much of a choice.
Its actually really astounding at how much popularity Rosalina has after two (if you include MKW) games. But I agree with those that said she's the only one who isn't fail. There's just something about her that makes her appealing.
My second choice would be Peach, because she's the classic one and I don't like Daisy.