What a fabulous question! I have to admit to really liking the character of Feste in this play. Your interpretation of what he contributes to the play will depend a lot on how you play him, and this varies from director to director. Some, for example, choose to play him as being in love with Olivia, others choose to play him as the one character that is free from the "disease" that inflicts all other characters in the play. Here are some general observations though for you to base your own reading of his character on.
Feste seems to have an uncanny ability of "reading" situations and understanding motives of characters. For example, the first time we see him in Act I scene 5, he already seems to know that Maria is hoping to marry Sir Toby:
Well, go thy way; if Sir Toby would leave drinking, though wert as witty a piece of Eve´s flesh as any in Illyria.
Notice Maria´s response - it is clear that Feste has struck truth with this comment. Also note Feste´s comment to Caesario in Act III scene 1:
Now Jove, in his next commodity of hair, send thee a beard!
Is this just dramatic irony, or, as some directors have suggested, is this Feste hinting that he knows the truth about Caesarió´s disguise and is poking gentle fun at the situation?
Note too how Feste uses his position as a "fool" to say in apparent folly truths about other characters. For example, in Act II scene 3, he mocks Sir Toby under the guise of singing a song with him whilst Sir Toby is challenging Malvolio. Look how his responses to Sir Toby´s lines actually goad Sir Toby and challenge what he is saying. Note too how in Act II scene 4 he also basically calls Orsino inconstant in his affections:
Now the melancholy god protect thee, and the tailor make they doublet of changeable taffeta, for thy mind is a very opal.
Taffeta is a silk woven of various coloured threads that it is constantly changing colour because of the light. He is the one character who is able to detect that Orsino´s apparent love for Olivia is not as constant as he would make out.
Another important element of his character is the music that Feste sings. He ends the play with a song about growing up and the melancholy aspects of life, and in Act II scene 4 sings a very morose song about love to Orsino and Viola. Note how this music gives a very depressing, perhaps more realistic tone to an otherwise bawdy comedy. His end song is worth focussing on in particular - it certainly creates a complete counterpoint to the "happy ending" of the other characters.
You also need to consider how Feste fits in to the whole festivity of the Twelfth Night. Some directors have him opposed to Malvolio and implicitly involved in his gulling. Feste then represents a force of chaos in the play. Others have him removed from this conflict, making it more about Sir Toby than Feste.
However, in conclusion, with all of these issues, the most compelling assessment of Feste´s character is given by Viola in Act III scene 1.
This fellow is wise enough to play the fool,
And to do that well craves a kind of wit.
Viola seems to recognise Feste´s intelligence and how, to be a fool, actually necessitates a high level of ability and perception, which other characters definitely do not have in the play. This perhaps supports the view that Feste is the one character who is not blinded by the "disease" love - he retains his vision, and watches with great amusement the events that surround him.
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