I liked what the early 2000s He-Man remake did with their evil romance. It actually had nuance. Start with Donatello, his bo staff has the best reach. As far as I know there isn't any advantage to playing the other three since I think all the weapons hit with the same power.
He is the best in that game. I never owned the game myself, but I heard it was a nightmare to beat. Especially the underwater level. I did beat Battletoads though, and that is consistently regarded to be in the top 5 hardest NES games of all time.