I couldn't say what the best is. But ones I've enjoyed are Arya, Jon, Cersei, Sansa, Dany, and Stannis.
Arya and Jon haven't really changed though, it's been more of a rough learning curve. They are the same characters they always set out to be.
I've loved Stannis' changing fortunes and sacrifices over his screen time, but I didn't like how he went out.
Jaime I've felt has been too different to how he started out. I think his arc from season 1-3 was the best. He went too far in later seasons which is why I'm glad he went back to his true love.
Sansa has really had to change and grow throughout her experiences. I think hers has been the sharpest curve of all. I think its a coin toss between her, Dany and Cersei. Three tragic, powerful women with amazing arcs.