Ahsoka Tano; to TCW she is the quintessential heroine, a young Jedi coming of age during the decline of an era, there is something incredibly accessible and genuine about her character and character arc that I find really compelling. Darth Vader; the ultimate antagonist, he has the best dress, the best character and the best words, I especially like the fact that you never quite know what's going on behind the mask. Palpatine; the ultimate big bad, more than a character he essentially embodies evil and its corrupting influences, and indeed in some ways is the origin of all evil in the saga, which is awesome. Kreia; an exceptionally compelling take on the old mentor archetype, and has the only monologues of any medium that I would listen too on a loop. Ventress; for someone who started off as just another of TCW's villains of the week, she took on an incredible depth as a character, and Nika Futterman's voice work is excellent.
Kylo Ren: He's an extremely tragic character, he's shown such a great potential and because his parents neglected him he has no idea who he's supposed to be or what really is the right path for him. He's struggling to find the right way to use his powers and become the best possible version of himself which because of his struggle is impossible. In The Force Awakens I really thought his look was pretty damn cool but what mostly hit me was when he was talking to Han Solo, we see how he's torn between both sides and how he just wants to become what he thinks he can become. In the end he makes a decision to make an ultimate sacrifice by killing his father in order to be free "of the pain" yet he ultimately (according to the novel and Adam Driver's comments about episode VII) is only enforcing his struggle.
For the rest: Ezra Bridger, Darth Maul, Anakin Skywalker and Dooku.