Jaina, after purge of Dalaran.
My favs since MoP launched?
Hmm, as for new characters, Lorewalker Cho hits the top of that list, followed very closely by Chen Stormstout. Cho has the advantage of being purely nostalgic for those of us who grew up with Jim Cummings voice acting in his or her favorite cartoons. Chen is just awesome. As soon as I saw the cinematic I was hooked, then I learned a little more of his back story from WC3. He's a fun neutral character and I really hope we see more of him as the raid gets closer. As an alliance player, I felt slightly jipped when the horde got to see him in 5.1 and we didn't. It made sense story wise of course, but still a bummer. I really hope he appears in the raid in 5.4. When it comes to the featured characters on the cover art for the game, they're usually central for raids.... though I don't ever see Chen becoming the bad guy lol. I just wanna see him kick butt with Vol'jin and Jaina for some reason lol!
As for pre-existing characters, Vol'jin's got the top spot for that. I got curious about him in Cata after running through the troll starting zone and then the events of 4.1(2?). Reading through Tides of War made me feeling really bad for the guy, and then Mists rolls around and I got stoked for his story in 5.1. Bummed that his part was so short, and I was an extra sad panda when I saw his novel had been pushed back to July. Can't wait to see him again in 5.3.
I'm curious to see the unfolding of other characters, like Jaina, Varian, Thrall(the feels I got from his voiceclip!) Baine, even Anduin. Hell, I'm curious to see where Garrosh goes, though from the looks of things it isn't going to be good.