Warcraft lore is my favorite too. I've read most of the books and spent countless hours skimming and going through linked wikis. However, I'm a bit old school and prefer the lore prior to these expansions and pandas etc.

My favorite character has to be Illidan. I find his story incredibly tragic. Sure, he's meant to be evil and his brother is the goody-two-shoed savoir of the elves and who also gets the girl in the end, but come on, that's so boring. Illidan is the more 'real' character, who has a passion for magic and pursues it at whatever cost, thinking he can use it to save the elves. While his brother Mr. KnowItAll bans him from doing so and also gets the girl Illidan is in love with. And to top it all off, his bro buries him alive hundreds of feet in the ground for God knows how many years. What a douche! So of course Illidan if filled with so much hate from then on.

Also, his is the most badass boss in the game with the most badass legendary drops. By far my favorite character storyline in any fantasy lore.