Time for a definately-not-Alliance-biased post!
Uther the Lightbringer, Paladin of the Silverhand
Uther's personality and alignment truly shines, as he is dedicated to protecting the innocent and smiting evil from the face of the Earth. He is more of an Argent Dawn character to be honest rather than a proper 'Hates the Horde' as he loves all things living (and not killing him or harming others) and will fight till his fingers fall off for them. He is a staunch supporter of the light and the Alliance.
Concerning the 'Hates the Horde', he did fight the Orcs in the human campaign of WcIII, but after all, the 3rd mission (Blademaster and his camp) shows that two villagers were captured and were promptly executed by the Blademaster, I really did think that he was fighting to end a threat to his fellow citizens unlike killing because he hates green-skins.
Falric and other assorted Captains
Falric was an all-round great person, he was dedicated to his prince and his king, and at the same time dedicated to smiting the undead away so that he can retire to farm and get a decent income. He harbors persistence, valor and wisdom, although I would really like the lore to touch more on him, considering he was one of the first Death-Knights in the Third War raised by the soon-to-be Lich King Arthas. He tries his hardest in every marching battle and does well in service of the Crown. Once again, they should of touched more on him as a little side story.
For Sir Lothar!
Uncle Lothar wants, you!
Lothar has been a staple point for every knight of the kingdoms, he is experienced, wise and brave, he served Stormwind with all his pride and strength and more or less, Stormwind owes Sir Lothar more than Sir Lothar owes Stormwind. In the First War as Stormwind City was raised, he rallied the remaining troops and survivors to sail for Lordaeron, later acting as a commander, advisor and knight in Lordaeron's favour. He has done great deeds such as dueling with Doomhammer and leading the assault on the Dark Portal.
Uncle Lothar, wants, YOU!
I like a lot more characters but I could only type up these few because I need to go soon.
I also like Arthas Menethil
Daelin Proudmoore
Windrunners Co.
Jaina Proudmoore
Mal & Tyrande
Maiev
Illidan
Varian Wyrnn
Genn Greymane
Bronzebeards Co.
Valeera Sanginuar (or whatever)
Broll Bearmantle
Thrall
Bolvar Fordragon
Tirion Fordring
Kael'Thas
List goes on, I guess.
And 'favourites' is still in the dictionary, right?!
[Looks around awkwardly.]