I've finished the game before with Krieg and got to say it was pretty fun. I've yet to play the other characters but honestly I probably won't play as either Axton or Salvador anytime soon.
I just got the Handsome Collection and not sure which of the 4 (ik there's 6) characters to play as this time.
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Krieg. Play him with as much chance to set yourself on fire as possible, hit new game plus and fire a single elemental weapon and watch your health and shield shrivel into nothing