Anivia is one of my personal favorites, and she's considered one of the better mages at high ELO levels...Annie and Fiddlesticks get all the press, but I think Anivia's pretty much number three. I have more fun with her than Annie these days because while her bust is more modest (Annie's of course being just sickening), she's always on. Annie blows her wad and then she mostly has to lay low for the next two minutes. Anivia's longest offensive cooldown is ten seconds. She can't stun a whole team, but she can slow them, she has a minor stun in Flash Frost, and the wall can be brutal in the right context.
Gangplank always looked kind of boring to me. He's kind of a one-trick pony with Parrrley. In terms of top level play, I think the consensus is that there's much better out there as far as physical damage goes, though he does well enough at mid-ELO.
Kassadin is fun if you're hyper-aggressive. He does good burst and has an innate 4-second Flash, so you can out-chase anything and be in and out of whatever fight you want. I don't think he sees use at top-level play, but he seems to do fine at least through mid-ELO. I don't see him very often, but it's usually scary when I do.
Nidalee is another favorite of mine. I love the mix of offense and support you get with an AP build, and apparently she does well as physical DPS too. She has no innate disables at all, but if your team has that covered, she can fit in well pretty much anywhere.
I think Shaco is the only melee DPS who gets any sort of a mention in top-level play. He always kind of reminded me of a physical version of Kassadin, really, having a blink and high burst damage. Decieve has a much longer cooldown than Riftwalk, though, so Shaco relies more on careful planning and mindgames instead of just being absurdly slippery (though he's got his own fair share of that, too).
I'm not exactly qualified to put a quantitative ranking on them in terms of top-level performance, but from what I've heard...maybe Anvia/Nidalee/Shaco/Kassadin/Gangplank, more or less? Fun is subjective, but I'd probably put them in about that order in terms of fun, too (apart from the fact that I totally suck with Shaco), maybe swapping Anivia and Nidalee depending on my mood.