I have a soft spot in my heart for cripples, bastards, and broken things.
Well, not literally, but my top three has always been, in alphabetical order:
Arya, the little tough girl who wouldn't be intimidated by anyone and learnt to grow more cunning and ruthless whenever the world threw adversities at her;
Dany, the young girl brutalized by her brother that needed advice on how to pleasure a man, and that got three motherf'kin dragons starting her quest to reclaim her family's legacy;
Tyrion, the man shunned and despised by everyone that was more intelligent, more witty and more suited for ruling that almost everyone else.
The additional two votes I gave them to Olenna, the awesome sassy queen of thorns who didn't take shit from anyone, and Davos, a good honest man who represented the average westerosi full of common sense.
Honorable mentions to that magnificent asshole of Tywin, to Sandor "King of Chikens" Clegane, poor nerd Samwell, Jon (basically the hero) and Jaimie post hand chopping.
And sorry Kattelox, but I don't think Cersei was intelligent at all. She knew how to play the game, yes. But she was petty, vindicative to the border of psychosis (for all the justifications for Dany's turn, is it justified to abort your own child, and letting your brother knock you up instead, because the drunk king on the wedding night called out another's name? and hold on to a lifelong hatred for that?), needlessly arrogant to everyone (how about some diplomacy rather than insulting everyone who talks to you, even Margaery?), and utterly incapable of taming Joffrey. Tywin doesn't consider her intelligent and sorry, I'll trust Tywin's judgement. I wouldn't really call intelligent allying yourself with a bunch of religious fanatics just to spite a younger and more beautiful woman while these fanatics count among their ranks the cousin with whom you commited incest and planned regicide.
She is a great character, I realize that, and Lena Headey was more than fantastic in the role. I understand her nuances and I don't find strange or weird at all that people might be fascinated by her. But sorry, I hate Cersei with a passion and I enjoyed her walk of shame just as much as I enjoyed watching Joffrey choke to death.