Part of the reason is the amazing cast of characters - everyone from creepy, breastfeeding Robin Arryn to the Eunuch Lord Varys. But who's the best? We've picked out our top five so read on to see if you agree...
Daenerys Targaryen - played by Emilia Clarke
Daenerys was always easily going to make the list. She's clearly gone through the biggest transformation, from a timid young girl getting sold to the fearsome Khal Drogo to a strong, tough woman who thinks nothing of watching her nasty brother being killed off with the help of some molten gold. And now she's the desperate wife willing to do anything to save her husband - and keep hold of her power. Daenerys's wonderful character is, of course, taken to new heights by the fabulous Emilia Clarke, who Tube Talk could sit and watch all day.
Tyrion Lannister - played by Peter Dinklage
We love The Imp. Tyrion jumped out to us right from the first episode with his quick wit and deadpan observations. Of course, since then he's been on all kinds of adventures. We've loved watching him going from having fun with the ladies to looking a little bit scared about falling asleep in that open-air cell. The last episode was particularly good for Tyrion fans, with his great humour, devastating story of his ex-wife, and clear terror at having to fight (and then missing it all). It'll be interesting - and, no doubt, great fun - to see how he gets out of sticky situations in the future.
Arya Stark - played by Maisie Williams
The child stars in this show are pretty amazing, but one stands out - Maisie Williams. Perhaps it's because Tube Talk loves a tomboy, but Arya is just so much cooler than her whiny sister Sansa. We've loved watching her stand up for herself and practise her sword-fighting skills - and then shocking herself by accidentally stabbing a stable boy. Her face during the whole Ned-execution scene was one of the elements that made it so compelling, and so horrifying. We can't wait to see what's next for her.
Cersei Lannister and Jaime Lannister - played by Lena Headey and Nikolaj Coster-Waldau
OK, so we cheated, but we couldn't choose between Cersei and Jaime so we stuck both of them in. Everyone loves a villain, and these two certainly have their naughty sides (we're not just talking about the incest, either). Cersei's been great as a cold, manipulative queen - but she's also had her heartbreaking moments. And, to her credit, she wasn't entirely on board with Ned's execution. As for Jaime, he'd assured his entry in this list after episode one and that ever-so-fateful push. "The things I do for love", indeed. Nikolaj Coster-Waldau assures us that we'll get to know a bit of a nicer side to him, but that remains to be seen.
Samwell Tarly - played by John Bradley
Our wildcard choice. We thought about sticking Ned in here for being a decent kind of guy, but his lack of head counted against him. Samwell - Jon Snow's companion on The Wall - probably won't be on many favourite character lists, and he's not on screen all that much. But he is an utterly charming part of Game of Thrones. Whether he's admitting that he's a coward or managing to make Jon crack a smile, we love him. And we cheered when he figured out that those dead bodies that arrived at the Wall weren't all that they seemed. He may not be as stupid as he looks!
The season finale of Game of Thrones airs on Sunday at 9pm on HBO in the US and on Monday at 9pm on Sky Atlantic in the UK.
Do you agree with our choices or have we missed someone out? Who's your favourite Game of Thrones character? Leave your comments below!