There are so many to choose from. Personally, I love the way Martin has done Tyrion, Jaime, Jon, Daenerys, Tywin, Little Finger, Arya, Arianne and Bran. I like other characters as well, but these ones stick out for me. As you can tell by my choice of Arianne (who hasn't been shown yet in the show, but don't worry, her name is not a spoiler), I have read the books. With that said, I prefer the way that the characters are shown in the book rather than the show, which I thought was worth saying.