GRRM gave Sansa an amazing turnaround. That might be the thing I like most about the series--how snottily impractical and annoying she was at the start, and how incredibly sympathetic she is now, having had her every dream destroyed and struggling through immense emotional distress.
None of the surviving Starks have it easy, but I think she's been in the most constant danger and had the most emotional development of all of them (although Jon Snow might no longer know absolutely nothing, I put Bran second--Arya is kind of stalling with her quest for vengeance--a lot is happening to her, but I don't feel she's grown up the same way as either of them--she just started out a fan favourite).
