Sten served as my Warden's mentor.
She was tossed out of an alienage into the real world, with nothing but blind hatred and the blood of a human noble on her hand. Sten could relate to her situation, so they formed a bond (not that kind of bond) and he set her (or rather "him", as far as Sten is concerned) straight by introducing her to the Qun and teaching her a thing or twenty with the greatsword.
For that excessive headcanon, it's admittedly hard not to prefer Sten.
Sten, easily. Iron Bull was too "bro" and too relatable for a race that's supposed to be as foreign and confusing as the Qunari.
I usually try not to be as dismissive, but I agree. The Bull was a little overdoing the whole "but I'm the cool Qunari"-thing. I didn't spend a lot of time with him for that reason however, so it's not really an informed comment. He also didn't do anything at all to annoy me in particular.
Debating over philosophy with Sten and the parables he told were a lot more intriguing to me. I'm a sucker for clichée wiseman-parables.