Playing this on hard mode with a no-experience character was my favorite. I miss the hard AI's…
Dynasty Warriors is one of the very few games I like to play on hard mode - in 3 they really nailed something. The other games didn't give as much satisfaction from playing on hard mode for some reason.
All classics for Wu - I got so upset when they took Da Qiao out of the franchise (thank goodness they had the sense to put her back in). Maybe they thought they met their girl-with-fan quota? You can never have too many girls with fans!
Lu Xun has been another fave since Dynasty Warriors 3 - when he has he double swords as his weapon it's the best. Zhou Yu is my third, his combos and outfits are great in every game - and his demeanor is very much my vibe.
It was a close tie between Edit Mode and Bodyguards for me. I miss the challenge of keeping your bodyguards alive, but the game would have REALLY lost something if they had done away with edit mode.
Koei Tecmo was never afraid to try new things, and often times new mechanics would get tossed after a game or two. I'm really glad edit mode stuck around, though.
Empires All. The. Way.
There's something endearing about uniting China…I'm also a sucker for the Romance of the Three Kingdoms games (VII is my favorite).
IMO the franchise did well to create both of these versions, one which highlights the combat engine and one which highlights the strategic mechanics. I'll always be a strategy girl if you make me choose, though.