Picking Zack and Marie Rose would be considered cheating, so I'm going with Ayane, Bass, and Kokoro.
Ayane - Moreso for the retconned story scenes with Eliot and Gen Fu, the helicopter scene with Zack in DOA5, and two particular scenes in DOA6.
Bass - Far too many to mention, but none more inspired than his awfully-disguised alter-ego Mr. Strong , which is a direct parody of the late Hulk Hogan as Mr. America.
Kokoro - I get it, she has her fans. But seeing as she's slow to react normally to city disasters, can't take a hint when someone is passing her a weapon, and it took her 3 FUCKING SEQUELS to get a clue that Helena was her sister, I can't help but suspend my disbelief regarding her cognitive skills, or lack thereof.
Honorable mentions:
Eliot/Brad Wong: If Asuka and Lili are the Kenan and Kel of fighting games, then Eliot and Brad Wong are Larry and Balki. Their moments in DOA5 are brilliantly executed to comedic effect.
Nyotengu: While she didn't have a more impactful role in DOA6, she makes up for it by trolling a quarter of the cast as a social experiment. But hitting it off with Brad Wong was not on my bingo card...