The sites not loading for me right now, but I suspect that soulcaliburcommunity.com might have some decent character guides and walkthrus.
Off the top of my head I'd rate the characters difficulties as:
Pick up and Play
Nightmare, Sophitia, Siegfried, Geralt, Mitsurugi, Seong Mi-na, Groh
More of a challenge
Zasalamel, Xianghua, Maxi, Cassandra, Astaroth, Kilik, Raphael, Talim
Hardcore
Azwel, Ivy, Yoshimitsu, Cervantes, Tira, Taki, Voldo, 2B, Hilde, Amy
Note that this is more relating to gimmicks, gameplay style and execution requirements - not how "high tier" they are.