Personally, I have to admit that the women in Wheel of Time really get into my nerve, as to a bigger or lesser degree; they are all know-it-all and better. It gets a bit better as the books progress, but I was annoyed out of no end how arrogant Nynaeve, Elayne and Egwene treated Mat when he saved them in Tear. Min is one of the few women I like in Wheel of the Time series (Cadsune is another, oddly, but she has the right to be arrogant
)
SPOILER ALERT
As many others expressed opinion, my favorite character is Matrim Cauthon. He's a troublemaker and a rogue, and I like him for it. He has easy charm, quick wits and despite all, he keeps his word once given. One of the main reasons I like him, is because of his memories and the glimpes you get of the history. I think one of my favorite scenes/relationships is between Mat and Birgitte Silverbow once they find out of each other.
My second would be Rand Al'Thor, and to be frank, I'm a bit suprised by peoples dislike of him. Robert Jordan did a very good job with the change Rand has gone through from Book 1 to 11, he has gone from a stubborn farmer boy who is afraid of girls to the iron willed man who has accepted the weigh of the world on his shoulder. A scene I liked very much was when Rand met Semirhage, and Rand lost his hand and how he accepted it without regret or remorse because there was nothing to do about it. That is purposeful.
I think my third would be Moraine. She annoyed be out of no end the first 3-4 books where I wished she'd die almost every single page she was in, but as the books progressed into the Aiel her character became more deepen and she grew on me. I don't like her as wholly as I like Mat and Rand, but I can admire her strength of character and how she pursue what she thinks is best for the world. I still hate her in the first 3-4 books even when I re-read them though. She is unbearable (much as every other women until book 5).