Favorite: Ragnar. Because I'm a guy, and I think with my testosterone and so naturally I identify with him, just as I did Jax from SOA. But seriously, his eccentric and fallible nature make him a very watchable character IMO.
Least Favorite: King Horik. The man just seems like a robot. His best scene was his entrance when he throws chickens on the priests and proceeds to kick one in the ribs. I thought "great, another eccentric character." But I never took to him after that.