Probably my most favorite character. Jon Snow is someone I like in concept, but I tend to find him a little too brooding and boring. I know Tyrion is beloved by the fanbase, but for some reason I never think of him when Game of Thrones comes up.
She is the one I constantly keep to like. Jon and I... that's a bit of an on-off relationship. I lost interest in his character at some point but regained it by the time he... well. No spoilers intended but "became more important to Westeros" may be an acceptable way to put it, I hope. Tyrion is quite good fun most of the time, but more of a punchline provider than a character, to me. Also, he got seriously boring for the greater part of A Dance with Dragons. Never cared for Bran, and never particularly liked Cathryn or Joffrey. Daenerys was interesting for the first novel but after that? Oh my! Loose canon, to say the least. No clue about anything combined with power is never a good thing in my book. Never mind how well she may mean.
His wit and wisdom provides important comic relief in an otherwise very dark series. Thankfully you made my choice easy by only picking specific characters and not leaving an 'other option', because I love so many characters in the series: Khal Drogo, the Old Bear, Ned Stark, Tywin Lannister, Robert Baratheon, Maester Aemon, Hodor...the list goes on....
I haven't got round to it yet (I haven't seen The Wire, Friends or Lost either) the long commitment of watching a TV series doesn't appeal to me that much and I'm a bigger fan of Cinema than TV (I'd rather one long film, than one long series twice the length), I also hate waiting years to reach the end of a series, especially when many series are a case of diminishing returns *Homeland*.
Not sure I'd like Game of Thrones that much anyway, seems a bit too coarse/heavy.