Theon is like, one of the most divisively unpopular characters in the fandom I think. He is not one of my top favorites, but I harbor sympathy for his situation regarding being a Greyjoy-but-not-a-Greyjoy and a Stark-but-not-a-Stark. But the Greyjoy storyline in general is not really my favorite, at least when it takes place in the Iron Islands and they don't travel, and they inevitably don't -- same with Dorne and the Martells. I prefer the stuff that happens in King's Landing, the Riverlands, the Reach, the Stormlands, and so forth. Of course, it helps my favorite characters are Jaime, Brienne, Tyrion, and Sansa.