I like Sansa as a character.
Arya is easy and you can find her character in dozens of other novels. She's the main character in many Mercedes Lackey books. No offense intended to fans of which I include myself.
She's the never give up tough Tom boy type, fun to read but the only development in her is in her skills and not in her emotional makeup or character.
Sansa on the other hand was doing what she thought was right and proper believing, as many sci-fi readers believe, in the basic goodness of people and the dream of nobility and honor.
There's only been a couple of foolish things she's done, and they've had devestating results, but she's shown bravery on more than one occassion and the willingness to do whatever is necessary to survive.
It's easy for a rock to be a rock. It's much harder for a rose to become a rock.