Well, Melty Blood looks really good so far. And that opening is one of the best I've seen for a fighting game. Certainly gets me excited. Which one would you recommend, though? There's like ten billion versions of Actress Again, plus some other ones.
On the topic of characters I like, I feel Aya and Alice fit a Nendoroid figure pretty nicely (Actually, all Touhou characters do), which means bonus points on my character book. Everybody loves Nendoroids.
And in terms of comedy, I also find that irony to be funny. I guess the fact they could break the world makes them even more lovable, especially on Tenshi's case.
If you want to play multi-player, have the most responsive controls with a keyboard, and the newest version, it would be Acress Again Current Code (Act Cadenza has the best single player though).
AACC Ver.1.07 Rev.1.4.0 is the latest.
I'd forgotten about nendoroids, I'd imagine most Touhou characters would look quite well as a nendoroid. I remember Marisa, Reimu, and Remi looked great in that one Nendoroid PSP game a while back.