I'm surprised if she's not everyone's favourite right now. Everyone would be dead if not for her.

She's not my overall favorite but she stole this episode, for sure.

Also:
-Jorah for fighting to his last breath.
-Lyanna for going out like the true badass she was.
-Sansa for being Sansa.
-The Hound for snapping out of it for Arya.
-Melisandre for saving the day.
-Bran for telling Theon what he needed to hear.
-Arya for ending it all.

Wow just wow! For a moment there I honestly felt like the Night King was gonna win it all, and he would have if it wasn't for Arya!

A lot of characters were great but especially Arya, Theon and the Dragons for me.

MVP<3
And Lyanna needs more love

So many. I agree with everything Dasm said.

So many characters got incredible moments in this episode, but obviously the Battle of Winterfell belonged to Arya Stark who had so many amazing sequences, including her fight on the battlements, the way she evaded the wights in Winterfell, and of course, when she delivered the killing blow to the Night King. I think Melisandre's sole interest in Arya in the battle almost confirms to me that Arya is Azor Ahai.

Of course, I understand, that Arya played a vital role in this big war. Now I understand that, maybe, Hgar did know her mission, that's why he trained her a lot, and finally let her go.
But I voted for Melissandre. She came and helped, doing all possibly to help people
She had choise: she could not to come to fight with White Walkers, but she did. She did her best, and, think, redeemed her mistakes.

Everyone was good!

She stole the episode in the best and most unexpected way possible.

Arya was one of my favourite characters in season 1, but from then on I liked her and her storyline less and less, especially all the stuff in Essos. Once she was back in Westeros I slowly started liking her more again, but I only really cared about her again in this episode.