(Spoilers and stuff)
(3)Sansa Stark
I've only read up to the second last book (although IIRC she's not in the last one due to the geography) but I felt more and more like she was in the running for the most interesting remaining plotline at that point.
(1)Jon Snow
I get the impression from people who just watch the show that Theon is memorable there. In the books, I remember him going home to the islands, islanders being like "lol, you're a loser" and islanders being pretty much right every time. Wouldn't be my pick for favourite islander, honestly.
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Cats land on their feet. Toast lands peanut butter side down. A cat with toast strapped to its back will hover above the ground in a state of quantum indecision