I'm a fan of the Tyrells. Just a whole family of manipulative, but (so far) benevolent schemers. They play the game just as much as anybody but in a way that doesn't really hurt anyone. I especially like Olenna. Anyone who can suggest that Tywin Lannister might have had a gay experience to his face and get away with it has my respect.
I also have a soft spot for Davos Seaworth, because he's such a damn nice guy. There's also the Brotherhood Without Banners, Meera Reed...I guess I like pretty much everybody who was introduced in "Dark Wings, Dark Words."