The best character was Link
All seriousness though, my personal fave characters to use throughout the series were Kilik, Talim, and Nightmare. If we're talking personalities, Mitsurugi because he's an absolute badass, Algol is my personal favorite boss in the series due to his motives being closer to a tragic villain, and Raphael for his slow progression into insanity (and random af vampirism) just to protect Amy.
Like many, Soulcalibur II was my favorite in the series. Loved the massive amount of content available, from unlocking secret characters, to the Weapon Master mode, the extremely overpowered extra weapons, the beautiful hammy dialogue, laughing at how stupid Necro was. Just an absolutely amazing game.
IV and V were kinda the low points for me. I do still kinda like IV, as I already mentioned, I love Algol, and the Tower of Lost Souls is a guilty pleasure of mine. I still did not enjoy the massive butchering of single-player content, it's pretty sad what little there is to do compared to II. The guest characters were also really lame, only Darth Vader was at least somewhat playable.
As for V, the only good parts about that game were ZWEI and the character creation. Your game has serious issues if your guest character is more finished than 3/4's of the roster.
III was the only entry in the series I've yet to play. Always wanted to, but unfortunately I don't have a PS2 anymore.