I just finished the series last night...after many years reading them. I read Knife of Dreams as soon as it came out, but I didn't pick up Gathering Storm until a few months ago. It's kind of bitter-sweet to me that it's over now.
Like many have said, the characters changed for me over time. I was very annoyed with most of the female characters near the beginning of the series, but that got better at the end. I think I liked them better when they were separated, as opposed to the guys, who I liked together. Weird. Anyway...
Mat is definitely one of my favorite characters, and I had no problems with him in the last three books. When I re-read the series, I'll have to pay more attention to the differences in writing style.
I adored Androl and Pevara. I've also always liked Logain. Nyneave really got on my nerves at first, but I ended up liking her a good deal. Same with Siuan.