I have to go with Mario on this one. In the early Mario Party games (before Boo became a playable character), Mario Kart, the original Super Smash Bros. and a few others, I always play as Mario.
There's also one time when I was playing
Nintendogs on the DS when I took my pet miniature dachshund on a virtual walk and he found a Mario hat which I put on my dachshund as an accessory. He looked really funny, but cute.
Luigi is just as awesome though, specifically having better catchphrases than his brother has.