My Picks:
Sonic - Because he's Sonic.
Why whould anyone NOT want to be a super speedy hedgehog who can smash bots and fight evil? Plus he's the main character.
Tails - He has much more opportunity for character development than Sonic. If I was tails I'd want to be tails from Sonic the Hedgehog 2, and build upon his story and character from there. I'd also like to be the Tails from Sonic the Comic, just because he gets all the best stories (And I'd get the chance to beat up Tails' sister, who is a jerk).
Knuckles - Knuckles has always been the coolest character ever, but if I were to BE Knuckles, I'd want to be him from either Sonic Adventure onward, his emo story and mystical background is really cool; Or, Knuckles from the Sonic the Hedgehog Movie/OVA, because he had a great personality, and much of his story was lelt untold, leaving many possibilities available.
Final Pick - Knuckles from the Sonic OVA Movie.
AWWWWWWW YEAAAAHHHHHHHH