Sansa has been one of my favorite characters since the first episode. I think a lot of it has to do with the way Sophie Turner plays her, though. She does an excellent job of portraying Sansa as a young girl enamored with the fairytale-esque depictions of knights and love and honor and valor and that sort of thing. But once she gets to King's Landing, she realizes that's not how things are. Her character's grown so much, and it's been a great thing to watch. She's becoming more like her mother, I think. I'd say aside from Arya, Sansa's my favorite character. I know the show's deviated from the books a bit, so I'm really interested to see what they do with Sansa's character this season. I think she's going to grow even more this season. I can't wait.
She's definitely not my favorite character, but I do enjoy Sansa's evolution. She went from being somewhat typical and painfully naive to becoming one of the savvier members of the Stark family. She now seems less concerned with honor and righteousness (because she realizes that shit is pretty much worthless in Westeros) and is more inclined to do whatever it takes to survive and get ahead.
So apparently the first 4(!!!) episodes leaked. I see episodes 1 and 2 up right now with the others coming in a little bit. I can't resist.