Like in every single one of Sanderson's works, all of the characters are great: witty, emotional, and, arguably most importantly, believable. As such, I loved every protagonist-type character in Warbreaker, and each had their own quirks.
Vasher, however, was my favourite: he was so much of an enigma, and at the end, when all was revealed, very captivating. That raw power that Vasher has, additionally, draws you in, and yet I felt sympathy for him as his struggles were revealed. Other characters, those like Lightsong and Nightblood were arguably more humorous, witty, or even more interesting, but I found Vasher's character, as well as the way his storyline and character arc tied in with Vivenna's, what kept me reading Warbreaker to the very end.
All in all, I found the entire novel a great read, a great example of Sanderson's art, and a novel full of amazing characters.