Astrid, Brynjolf, Cicero, Nazir, Serana and Sheogorath are my favourites from a voice acting point view. It's not the dialogue, it's the voice, the believability (had to check that was really a word!). Cicero is a little grating after a while though.
Merida has me quaking in my iron booties though. So harsh, yet "bright".
I hear some of the Daedric Princes have some cool voices, I just never do the quests c:
Among the unique voices, Mercer Frey. :D