I have SCII for Gamecube. Link is pretty much like the other characters - He has multiple weapons, his own ending (Supposedly the ending of the "Ocarina of Time" Link), and several costumes (all of which are the same tunic with different colors).

However, most people say Link doesn't fit the universe because he has unusual moves (some of which come from SSB:M). He can throw a bomb and shoot an arrow, for example. That might be whining, but those maneuvers are long-distance attacks which are sometimes hard to avoid.

Oh, and I'm a Kilik and Mitsurugi fan. However, Nightmare is starting to grow on me, and at times he's even better than Mitsurugi.

PS2's secret character is Heihachi from Tekken. Can't say how good that guy is.