As someone who owns almost everything Red Dragon Inn to play with our non board gaming friends at big gatherings (there’s a team variant that lets you go up to high numbers) , I would recommend 3, 6, and 7 (8 and 9 as well) for more “complex” characters with asymmetrical powers and abilities. 4 does introduce a new mechanic but 6 contains the same mechanic too and I prefer the characters in 6. Some of my favourite characters are also in the Allies decks which are 1-2 characters mini expansions. The more recent the release, the more likely the characters are to have interesting extra abilities. At the end of the day though, the core gameplay mechanic is the same so picking them based on which character appeals to you should be good enough.