I had an awesome afternoon of puppetteering yesterday, with a good friend of mine, we're both extremely new to the game, but had some good times. He played as Seamus the whole day, and got really good with him (pop gun + Bete Noir = nasty combo).
Anyway, back to the topic at hand. I played with Lady Justice and Marcus on and off through the day.
Lady J is pretty good, and I like a lot of the red puppets (judge looked a bit mediocre on paper, but he's actually rather nasty.... especially if you get elite combat training on him and then pull out pins and needles...), however she doesn't really support her puppets as much as I tend to like. Also giving things powerful is all very well, but punk zombies kept power rotting me all over the place.
Marcus on the other hand, is just amazing. He's not a push over in combat, but his roar ability is just amazing. I was using 3 razorspine rattlers, 2 december acolytes, a moleman, Joss and rusty alyce. The advantages he gives for stuffed animals are pretty cool, but it was definitely roar that won it for me. The only problem I found was that I needed tomes constantly, so I was milling through cards quite quickly (using the acolytes), however that was an inherent problem with not having many tomes pawns in my collection (and not having enough understanding of the game to use out of suit puppets to any great effect).
We didn't try out Pandora, because as we're fairly new to the game she seems a bit subtle. I can see that there must be cunning combos to make her powerful, but I don't think we're quite at that stage yet.
So in conclusion, I think my master favoritism probably goes Marcus-Seamus-Lady J (and then pandora is an unknown quantity). That being said, playing more games may well produce deeper insight, and thus a change of opinion.