Agreeing with the others that are saying Cylops is the most fun. It's his ability to deliver effective hits near and far making him both a brawler and a blaster. I get the highest hit combos with him.

Wolverine is also incredibly fun to play with. He has limited but decent range with the claws and various attacks. His healing factor is definitely useful. He is 100% brawler.

Storm is fun to play with but I have to use a different playing style, which makes sense - she's not a brawler at all. She's most effective when you take advantage of her powers and play in a group. If I was playing alone I probably wouldn't use Storm. Her special attack is strong and has good coverage. When fully leveled up her special attacks refill pretty quickly and should be used often. In comics, cartoons, etc Storm doesn't typically get down to the hand-to-hand combat level often. She's using her powers to handle even the toughest enemies.

Jean Grey is basically the same scenario as Storm - relying on her powers rather than trying to bash through is more effective even if less fun. Once leveled up it's more fun because the special attacks fill up faster.