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Cersei Lannister: one of the few incredibly complex and nuanced villains for six seasons, with both sympathetic and deplorable traits working towards a realistic goal through insane methods.

Daenerys Targaryen: a classic drama hero for six seasons, faced with impossible odds and constant attack, portrayed as an empowering symbol of rebirth by the narrative and bringing forth hope in the form of fire made flesh.

Margaery Tyrell: one of the smartest, sharpest, most interesting, damn well-dressed characters in the series for six seasons, without ever needing a battle scene to prove her skill as a player in the game, a true vixen with both good and bad in her.

Arya Stark: the best, all seasons.