Well, for me, because the dialogue is somewhat believable, and not this cheesy crappy oh-look-how-this-Medieval-fantasy-land-is-so-perfect-and-pretty bullshit you get from most fantasy movies/series.
Stannis easily, though I was biased towards him from reading the books before he was even cast. Seems to me like they're trying to make him seem like somewhat more of a bad guy in the show... The Hound is my second favourite. Eat Shit Dwarf!
Man I love Tyrion Lannister (death to Lannisters) and Arya Stark. I also like the dovahkiin lady. EDIT: Also the horny red head lady from behind the wall is badass.
A german actor btw ^^ We are so desperate to find decent actors, that we fall back to old habits, and "invite" austrians to go as "german".... like Christoph Waltz. Didn't work that well in the past for us tbh xD
They have quite a diverse cast, then. It's understandable, really, with all the interesting accents you end up with. I'm just glad Carice van Houten doesn't have that much of a generic Dutch accent, as that sounds absolutely horrid.
Mark my words comrade Hodor is going to sit the Iron Throne some day. And everyone will be made to read his speeches.
Just realised that the character Shae (Tyrion's lover) is played by Sibel Kekilli, a german-turkish actress