I'm a huge fan of the X-Men in general, but of the shenanigans and goings-on of the Hellfire Club in particular. I like the idea of an AU world where the Hellfire Club, rather than Xavier's school, is the central point of mutant organization. There's a lot of potential, I think, for a huge variety of lines here and possibly, one that involves taking on more than one character. Generally speaking, I'm good with het and femme lines.
My favorite character in the Hellfire milieu is Sebastian Shaw, the Black King of the Hellfire Club and the prime mover behind an audacious plan to create a covert mutant aristocracy. Why try to conquer the world through violence when one can do so quietly through subversion and such? One of the world's wealthiest and most powerful men, he presides over a vast military-industrial empire and the Club that he's remade in his own image.
Other canon characters I can and have played in the HFC milieu include: Tessa (Sage), Shinobi Shaw, Selene, Harry Leland and various characters not canonically members of the Hellfire Club but potentially involved with them in an AU, such as Mr. Sinister, Xavier or Magneto. I've also played a few OCs in the Hellfire milieu, most prominently Stephanie Shaw, the ambitious and competent (as opposed to Shinobi's decadent, incompetent) daughter of Sebastian and potential heiress of his empire.
Tag me on this post if you're interested in a PSL with a Hellfire Club context. My AIM is KristhePaladin, so you can hit me up there as well.