Norman in Bates Motel.
Actually, also,
Norma in Bates Motel, and
Dylan (the brother) as well. Just generally a show with extremely well-written characters. I was unsure about the casting of Norman himself in the early seasons but in the final few where he actually starts to genuinely lose his grip on sanity, it's both written and acted brilliantly, by all three of those characters.
I also agree with you wholeheartedly about
Wesley in Angel. He came into Buffy as sort of comic relief, but the character development throughout Angel is pretty much the best there is in either Buffy or Angel.
On that note -
Cordelia would also get a mention from me, however, I think it was cut short and apparently the circumstances of her leaving are not entirely pleasant, with Joss Whedon essentially being a pig to her throughout both shows, and then berating her for daring to get pregnant and more-or-less firing her for it, and he trashed the character before she left as well. A real shame. Her development from S1 Buffy through to S3 Angel is great.
Octavia Blake (The 100) - great character arc throughout, from frivolous teen, to "Skyripper", to "The Red Queen", to complete mental breakdown and back again. Best character arc on the show. Although John Murphy is also good. I just wrote about Octavia's brother Bellamy Blake on the "worst writing" thread

.
Daryl Dixon (The Walking Dead). His writing went through a rocky patch for a couple of seasons in the early Alexandria days, but if you ignore that and rewatch the series from the start to where it is now, Daryl has easily one of the best character arcs on the show, along with Carol. Rick actually has a great character arc too. And Shane is a fantastically written and acted character - though he has more of a straight vertical fall than an arc

. Amazing to watch though.
And with that in mind - John Bernthal's
"Punisher". The acting makes it special more than the writing to be fair. But it's two seasons of what is essentially a one-man character study and it's great. Also despite being only two seasons, it feels like a complete story.