I think Sasuke's the most interesting which is one of the reasons he's my favorite. He's recieved the most development and represents a more interesting worldview to Naruto's.
I never found Danzo that interesting at all. This is probably because I've read a lot of characters like him so this character type has become boring to me. Moreover, this character type has been done much better in other media. An example is Battlestar Galactica's Admiral Helena Cain. She's as brutal, ruthless, and coldly logical as Danzo but her rarely seen maternal side (as seen in her interactions with Starbuck) makes her more complex than him.
edit:
another interesting character was Kabuto, the only villain worth his salt this arc.