1. Arya Stark - Maisie Williams played her with convincing tomboy sass from the start - bowing after her bullseye over Bran and flicking food on Sansa. She had wonderful chemistry training with Syrio Forrel, lost her father in perhaps the most shocking scene in the series, had some great comic moments with Gendry and Hot Pie, played Jaqen H'ghar by naming himself, brought out the most kindness and empathy we ever see from Tywin Lannister, helped the Hound get his chicken, killed the Waif, wiped out House Frey, and iced the Night King. What a rich character arc.
2. Tyrion Lannister - the later seasons have not treated Tyrion kindly, but he was so stellar a character the first 4 seasons, he's still near the top. No other character has had better dialogue in the series.
3. Jaime Lannister - Jaime went from easy villain to complex soul. He was pained by those who disdained him as an oath breaker even though he did the right thing by killing the Mad King and he became a knight who sought honor inspired by Brienne.
4. Tywin Lannister - Charles Dance was one of the best actors on the show. He always owned the room. Tywin was absolutely ruthless, but rarely intentionally evil. Himself one of the most intelligent characters on the show, he recognized Tyrion's talents and made him temporary Hand of the King.
5. Ygritte - Rose Leslie, more so than Kit Harrington, sold the show's best romance. Jon should be disappointed in Dany after having been with Ygritte. Her wildling amazement at a broken windmill is a joy to watch.
6. Brienne of Tarth - the character was the embodiment of a woman in a man's world but Gwendoline Christie never made this theme feel didactic. From her thrashing Loras, being marveled at by Olenna, edging the Hound in one of the most brutal fights in the series, protecting Sansa, and redeeming Jaime, Brienne is an amazing character.
7. Olenna Tyrell - after Tyrion, she had the best lines on the show. Diana Rigg has never been better.
8. Eddard "Ned" Stark - the show's first protagonist who was too honorable for his own good.
9. Sandor Clegane - most characters dismissed the Hound as a mere brute and while that's what he was on the surface, he proved to be quite the protector when it mattered. His scenes with Arya are some of the best in the series.
10. Margaery Tyrell - she was the subtle manipulator taught well by grandmother Olenna, but she was a manipulator for the good. In every scene, Margaery is smarter than she lets on. She outwits Cersei while Joffrey and Tommen are putty in her hands. Her scenes with Sansa in King's Landing are masterful.
Undervalued: Catelyn Stark, Joffrey Baratheon, Missandei, Ros
Worst: Among major characters, Euron Greyjoy was the worst, but Septa Unella was pretty annoying too. Also disappointing were Doran Martell and Ellaria Sand
On a side note, I just saw Pedro Pascal (Oberyn Martell) on Broadway in "King Lear." He was just okay there playing the villain, but my daughter got to chat and take pictures with him afterward.