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Specifically, which characters you choose for commissions. I know some of you out there are more fervent collectors than I am so I wanted to hear what you think. Do you base it on the artist, or is it just which character is your favorite? Or is it a little of both? Let's say you're a huge fan of Superman, and you're also a huge fan of a certain creator, but said creator doesn't really draw a Superman you're in to. Do you just ask for another character?
I know I had to get a Captain Marvel from Chris Sprouse because Cap's a favorite of mine and I've never seen Sprouse draw him. Stuff like that. I've slowly been making a list of characters I'd love to see certain artists draw, even if said characters aren't my absolute top favorites, I think they're well suited to the artist. For my money, Yildiray Cinar
draws a great Hawkman. I'd imagine Jonny Quest by way of Sean Galloway 
would be pretty sick, and I love seeing Rev. Dave Johnson 
draw the classic suit and tie Nick Fury. I know I tend to ask for Captain Marvel or the Thing the most.This goes for artists too. Which characters do you get asked to draw most often, and do they match up to your own tastes? Looking over the last year or so of my own commissioned work, there seems to be 2 major groups: Pulp characters (mostly the Shadow) and characters from DC's Legion of Superheroes. This always strikes me as strange because I don't consider myself a huge pulp fan, and I know so very little about the Legion. Not that I mind, I enjoy finding out about characters I've never heard of, just think it's funny. Are there certain characters you would ask me for right off the bat?
So I guess treat this kind of like a forum, I'm really interested to hear all your answers to any of the above questions.
Joy 
I don't really go for established characters: I hire artists pretty much exclusively to draw pictures of characters that I have created. Look in my Favourites for a goodly number of pieces I've gotten from folks right here on dA.
My main criterion is that I like the artist's work and that he be available for commission.
I'm particularly proud of an ink job I commissioned from Bob McLeod. Best 110 bucks I ever spent!
There's never been a single character that's driven my commission requests. The big pulp characters have shown up more than I expected but I've enjoyed being able to get bunches of different characters.
As far as any particular artist not being willing to draw something I've been lucky in that no one's every said no. Was kinda sad when I found that some of the big named guys won't do fan created characters, though I can see why (I'd always wanted to see a Byrne version of some of the characters I came up with as a teenager).
If I could get something from you? I'd totally go with something pulp. Or maybe Jonny Quest, now that you mention it.
Scott's piece is great too, one of my favorites of his.
Original characters is a tricky business. You want to do it for the people you know and trust, but I personally can't say yes to some and no to others.
The Byrne wasn't too bad. I only had to sell one kidney.
CAF is nice but I really enjoy the ... social networking aspects of deviantArt.
1) I wouldn't commission an artist for an image of a comics character at all. I'm not that much of a fangirl, really. (I might commission an image of my own characters, though.)
2) As for convention sketches (which tend to be free here, since artists are invited by the publishers; I've heard that's not normal everywhere), I'd consider it extremely weird asking an artist for a sketch of a character from a series they never worked on. The weirdest thing I did was asking the translator of some Elfquest comics, who happened to be a comic artist, too, for an Elfquest-related sketch, rather than something based on something he had written and drawn.
I guess that might be connected to here in Europe the whole creator-owned comics stuff being much more prominent than the "company hiring creators to make comics about company-owned characters" thing, particularly if you exclude Mickey Mouse/Donald Duck and others aimed at that age group.
I did come up with one space ship design and it was nice to see it realized and out of my imagination.