The characters I would like to be in MUGEN are mainly Touhou characters in 7.5-12.3 style, mostly after Touhou 13: Ten Desires.
Some of the more wanted ones include:
Seija Kijin (Touhou 14) - (there is only WIP one for Winmugen)
Clownpiece (Touhou 15)
Okina Matara (Touhou 16)
Saki Kurokoma (Touhou 17)
Chimata Tenkyuu (Touhou 18)