My favorite Greyjoy is the Damphair. Victarion is alright too.
RE: Arya not having enough time...I think something will come into play, like maybe her wargness, that will accelerate her learning and mastery of said training. I really like the theory up there about Snow being part Targaryen. Clearly that wouldn't work for Arya's character (Unless the Targaryen blood came from Ned's side, and not Jon's mother) but the books very much emphasize that Jon & Arya were closer than the rest of the siblings, and that she even resembles him moreso than Cat's side. So maybe there's hope...or maybe she'll have to survive on partial training.
Edit* @ Borias...I dig your Edgington sig