I really like Szeth mainly because of his comples situation. I read WoK and thought the Oathstone has some kind of power over Szeth like he is bound to be controlled by it on a metaphysical level and that he really has no choice but to follow the orders of the person who holds his oathstone, and that is eating away at him. I cannot dislike a character like that, but rather cheer him on and hope he breaks his bond on some epic badassery.
For me my least favorite Character(s)
Taravangian - Homeboy is just vile, for viles sake.
Sadeas - I do not like Pompous, windbags,
Zane - Whiny dudes, need to get slapped "Why don't you like me more than my brother, WAHH WAHH WAHH, I mean only thing wrong with me is that I hear voices in my head who tells me to kill everyone, and to shut it up, I have to cut myself. Heres some poison daddy"