I don't think there's any real Mary Sue despite people insisting there is in these games especially not Sub-Zero. What Mary Sue is forced to be a mind controlled slave and is murdered etc? Same thing with Cassie. Yes she beat Shinnok, but Sub-Zero kicked her ass and Kotal captured her and such.
NRS writing isn't given enough credit honestly. I can't think of anyone in the current timeline that was that way. Even in the last timeline, the closest we got to that was Liu Kang, but then he was killed in Deadly Alliance.
Anyway on topic, I voted for Sub-Zero because I really enjoyed his plot and growth over the games. I became a huge fan in MK3 when he returned unmasked with scar and have been a fan since. I think Sub-Zero's MK11 appearance is my favorite. His voice actor is amazing and he looks really fun to me.
Scorpion is an honorable mention for me because they finally have evolved the character beyond purely vengeance. I'm glad he got it and his arc has moved forward. He is so fun in the beta with his chain spins and what have you and his new voice actor/look is perfect, he really feels like what I've hoped he could be as a Japanese ninja. The beta really sold me on him. Out of the three, I probably had the most fun with Scorpion.
Controversial opinion, but I would be fine if we just had Scorpion and Sub-Zero repping the ninjas with periodic appearances by Noob Saibot, Ermac and Reptile.