I'd have to say my least favorite is probably Sansa Stark. I can't stand the stereotypical helpless female archetype. Most of the other female characters are able to maneuver in their circles well, even if a lot of them are stuck doing streotypical female roles.
Sansa seems fairly worthless in every way other than being the heir apparent to Winterfell (since Robb is in open rebellion and will be killed as a traitor if he's caught and the younger Stark boys are thought to have been killed at the hands of Theon Greyjoy) and by association the entire North.
I just can't stand her lol. Cersei may be evil, but she isn't helpless. Catlyn may be ditzy, but she stands up for what she believes in. Dany has the constitution of a queen through and through. Arya is a little badass.
Sansa is freaking WORTHLESS. OMG I hate her lol. Freakin' victim mentality in her.