CoderDrag0n08 and Chips-a-hoid: sorry I couldn’t get to you sooner; I have limited internet access.
To answer your questions:
1. I am, sadly, still new to the Cosmere. I have, with all due respect, no STORMING idea what the majority of Dragons are like, save Koravellium Avast, who is not my favorite Shard. That belongs to Sazed, which brings me to the next point.
2. I have not read the Wax and Wayne books, nor do I wish to read of a Scadrial without Sazed, Vin, or Elend as the main protagonists. I know that reading more of Sanderson is always good, but I need more time to recover from Mistborn Era 1. I’m sure Wayne is great, but right now it’s still too painful.
3. As mentioned above, I have limited internet access. In my opinion, an “e-book” or “web novel” is not a book. It is a movie comprised entirely of subtitles. Yes, it can tell a story, but you can’t put it up to your face and smell it, or leave it upside down on your bedside table, or trace the marks your tears left on the pages at the sad parts, or dust off the cover, or hide a secret poem between the pages of your favorite chapter, or watch as the paper slowly yellows, or a thousand other things. Yes, these electronic stories have a place in our world, but that place is a gigaparsec below the real books. (And, before you think that not many people at my advanced age are interested in the Cosmere, know that I am young enough to be used to the idea of IPhones.)
4. Roshar or Scadrial, depending on whether or not the good characters are alive when I’d be visiting.
KaladinsSenseOfHumorSpren (what a strange spren! Axies would love to document you; I don’t think you’ve ever been seen before): My six would be Wit, Sazed, Kaladin, Jasnah, Elend, and Taravangian. These aren’t necessarily my favorite characters, or the ones I’d like associating with each other, but they’re definitely the most interesting ones I’ve seen so far.