The books are a little weird in that at some points some characters will be well developed while others are being introduced and developed at the same time.
At any time, you'll have characters that you like reading about, and those will be the ones that are well-introduced and developed, and then characters you'll find slow, because they are still being developed.
So while you'll find Stannis slow now, I think later on you'll find him and Davos and Melisandre more interesting.
Same thing with a lot of the Iron Islands characters, and some of the people you meet across the wall. Brienne, Jaime, a lot of characters are like that throughout the series. The 4th book is very heavily into that with the whole Dorne cast. For me, Bran was the only storyline that never really clicked with me, but that might be because he's so infuriatingly blind about events throughout the greater world that it's frustrating.
