Bronn is just fantastic. Enough said. I could just watch a show about Tyrion, Bronn and Pod's adventures.

I'm not sure if Davos is 'underrated', but he definitely needs more screentime. Davos is just great. His scenes with Shireen when she was teaching him to read were so heart-warming to watch. It was those cluster of scenes that made me really like Shireen herself as well. Her interactions with Stannis really humanizes the character.