I really like the Greyjoys (yes, even Balon) because they're such a majestic trainwreck. Same for Cersei.Theon's just a bit of a prick, but the way he'll act later (or how he's just acted, fuck I forget chronology) is partly Ned's fault but mostly Balon's fault.
No spoilers here ('Cept for names I guess), Balon is worst Greyjoy. Asha is plenty clever for an island of insane wannabe vikings (though it helps her favourite uncle does what any seafaring power SHOULD do and gets rich through trade),
Victarion is...well, he's certainly stupid, but he's really good at killing people to death, and is not stupid in dangerous ways like Balon.
Aeron is just a harmless Dagon...sorry, Drowned God supporter.
As for Euron, I mean yeah, he's completely insane. Like horribly, but least he goes all the way with like, sorcery and stuff.
Jon has always bored me to tears though. I ended up skimming through a lot of the Wall chapters tbh.