Tywin Lannister. Tywin was a more or less one dimensional character (in the sense of being pure evil) but Charles Dance played him so well. I loved hating him and literally all the scenes he was in, I enjoyed.
The Onion Knight, he was so good with Stannis' daughter </3, gave the show an innocence and wholesomeness it kind of lacked in these episodes. In general, he was a solid man despite his shortcomings.
The Viper, Oberyn Martell. Like Tywin, well played by Pedro Pascal. I hated how things ended with him but I really liked how ballsy and fun the character seemed to be.
MAYBE Cersei and Jamie. Jamie became lame after he had his hand cut off (pun unintended) even though he became more human and complex as a character as the show progressed. Cersei was the crazy ***** which made things interesting but at the same time, Idk... she was too much?
Tyrion in the first seasons, he also becomes useless AF in the latter seasons.