Cain is the boss. You can eat pills to your heart content and you don't have to worry about it. A speed down on Maggy or even the other characters is pretty much a death setence, even more so now there's those stupid blue spikes. He also starts with a key which is great for the early levels (even more so if an XL floor pops up), the rate of key drop seems to be reduced heavily in the expansion.
Arcade abuse is a strength of Cain but I've gotten to the point where I avoid doing it. It just drags out the game too long and it isn't all that interesting.
Cain and Isaac (after the D6) are my favourite characters. The rest are just filler to me.
Eve's reward for damage thing can get hard to manage in the womb+ stages and since devil rooms have a higher chance of spawning if you take no damage I don't really bother with it. The dead bird is annoying for me, always pulling bombs back towards me.
Maggy is too slow at the start to be all that great. Her best bet is with devil deals, but even then she's not very impressive. The yum heart is quite decent, over powered as hell if you get The Habit.
Judas is the glass cannon but his 1 hit point really hurts him at the start. He also starts with an active item which you generally get rid of for one of the better ones like Prayer Card or Book of Rev.
Samson is a joke. We don't need to discuss how terrible he is.
is challenge mode. I wouldn't mind playing him more if half the items in the game worked for him >_>