I love the series and the books. My favorite main characters are Sansa, Jaime, and Theon. My favorite side character is Sandor (the Hound).
Theon became one of my favorites in the most recent book, but I liked his story arc in Season 2 a lot more than in Clash of Kings. He's made so many mistakes but his actor gives you a real sense of why he derailed. Speaking of Theon, I'm giggling over his new savior. Book readers can guess why.
I hated Sansa in the first book but came to love her in the second. She's way more complex than most people think (in the series' world and in real life). I also love her odd relationship with the Hound.
Jaime is just plain fascinating to watch and read.