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.