I love Arya because she is the most unique hero. She is young and tough and she defies the elements of a stereotypical wife/mother/weak female. I just always find myself rooting for her over anyone else.

I also really like Daenerys as just a really unique and interesting character. She is so complex and perplexing to me. It also fascinates me, again, that she is a powerful woman who needs no man. Her power comes despite the men in her life.

I also really like Ned Stark because he was admirable, stuck to his values and was fierce. I had a hard time picking up the book after he died. 

Tyrion Lannister has a really compelling storyline and is just generally likeable as a character.  He has the whole 'unlikely hero' thing going for him (being vertically challenged), but like post #3 said, he's much more than he appears.  He just really grows on you (no pun intended).

I don't know.  I think that I might go with Tyrion Lannister instead.  He's sort of the opposite of Arya in a way.  He starts out having more of a dark side than anything else but then we gradually come to see that there's more to him than that.