Well answer the question of favorite character, my two obvious picks are Mat and Nyeneve. It's hard for me to choose a favorite. I also liked Elayne a lot on my first readthrough. I was surprised when I saw how much she was disliked. Personally, I like her because she reminds me of Reese Witherspoon from Legally Blonde. The humor in this series really hits my sweet spot and she had a lot of great moments for me.
As for other series I like, I've got a few. Before I started reading these books I was really into the Shanara books. Two very different writing styles there but I like both series a lot. I haven't read ASOIF in a while but I like those books as well. Brandon Sanderson's books aren't my absolute favorite but they're pretty good. One of my all time favorites is Nancy Farmer's Sea of Trolls books. They really got me into fantasy and I still love them 10 years later.