ASOIAF:
Maester Aemon
In the books, I was really rooting for him to come in contact with Dany. I also really wonder what kind of place Westeros would be had be ascended the throne because he is(was) genuinely such a wise and level-headed dude.
Melisandre (as a prophet)
She's a terrible prophet, IMO because she's following Stannis around even though her fires are slapping her in the face saying that Azor Ahai is Jon Snow. Stupid. I like her POVs because they drop subtle hints about Jon Snow.
Patchface
I enjoy trying to interperet his prophecies.:]
Howland Reed
I don't even know the guy yet but I already like him because he KNOWS something that I WANT to know.
Victarion Greyjoy
I haven't paid too much attention to the mention of Victarion in the books aside from ADWD but I like where his storyline is going and I'm curious to see how he fucks with Dany's dragons with that thar horn.
The Red Priests
Melisandre, Thoros, Moqorro...considering that red priests (apparently) have the power to bring multiple people back to life, multiple times (as we've read with Thoros)...I'm curious how Melisandre and Moqorro are going to harness this power.
Thought: According to Moqorro, anyone who sounds the horn dragonbinder will die, but technically if Victarion does this, Moqorro could just bring him back to life. Hm.
While it's not writ in the books, the show has basically staged Jon's ressurection through Melisandre. I mean...why else is she at the wall just in the knick of time. If she doesn't ressurect Jon in the books, I wonder who she will ressurect, or if she ever will.
Quaithe
I'm still trying to figure out just who Quaithe is and why she warned Dany. I feel like most people in ASOIAF have their own best interest in mind (with the exception of noble Brienne). I wonder what she's all about and if her prophetic warning about passing beneathe the shadow will lead Dany to Asshai to learn "the truth". Truth about what/who?
Bloodraven
Now...Bran's chapters are a real test of my patience sometimes but Brynden Rivers, being super old and someone who was "there when shit went down" has a lot beans to spill. He was a Targaryen supporter in the Blackfyre rebellion and therefor, I believe that he will support the true Targaryen heir to ascend the throne of Westeros, be it Dany, Aegon, or Jon, or Hotpie or whoever.
Coldhands
Only because I suspect that he is Benjen. But he could also be someone from Bloodraven's past. I see no link between an elk (a giant one) and Benjen and I believe that GRRM likes to sprinkle breadcrumbs all over the pages of his books. The elk is a breadcrumb because he could just as easily walk on foot or ride a horse or a bear or whatever.
Elder Brother
A character that Brienne encounters on the Quiet Isle. He was AT the battle of the trident and fought on the Targaryen's side...he also floated to the quiet isle holding several rubies that supposedly came from Rhaegar's armor...HMMMMMMMMMMMMMMMMM....according to this man, he "died" at the trident and started a new life on the quiet isle....even MORE HMMMMM....
Most of my favorite characters are either not on the show, don't get enough air time on the show, or have been altered into something totally different on the show, therefor I don't like any of the show's characters in comparison to the book.
In the show, I'm sick to death of most of the characters and part of me hopes that Jon stays dead. I especially hope that R+L=J is true and that Jon is dead and will never learn about it because that will be supremely evil and GRRM is evil-un-Santa. So there.