I like the determination of the character Arya Stark, Tyrion the imp is rather hilarious, and The Hound is sympathetic (Especially if you have read the books).
He's one of the more self-aware characters in the series, and honest enough not to gloss over some of the horrific things he does.
I hear that the series butchers his character though, and gives most of his good lines to Littlefinger.