I think the Mines of Moria and Escape from Goblintown were the only starter sets that came with characters. The three LOTR starters just came with warriors (Fellowship Starter = Last Alliance/Moria Goblins, Two Towers Starter = Riders of Rohan/Uruk-hai, Return of the King Starter = Warriors of Minas Tirith/Mordor Orcs).
There were some box sets that came with characters (off hand, the original metal Fellowship (fellowship), Breaking of the Fellowship (Fellowship), Heroes of Helms Deep (Aragorn, Legolas, Théoden, Hama, Eowyn), Warg Attack (Théoden & Aragorn, mtd), Forbidden Pool (Frodo, Sam, Golum, Faramir, Damrod), Scouring of the Shire (Sharky/Saruman, Worm/Grima, and mtd Frodo, Sam, Pippen, and Marry).
I think most or all of the other characters were only ever available in blisters or clam shells.
I may have one or two duplicate characters sitting at home. I'll have to check.