To me, Sunset is so interesting because we don't really know a lot about her past, or her motivations. She is also pretty entertaining to watch. Also, she seems to actually value friendship more than anything. Sunset also seems to understand that there is always room for improvement. Twilight seems to think that since she is the Princess of Friendship, she can do no wrong Friendship-wise, but as proven with Trade Ya and Tanks for the Memories, she is indeed capable of being a bad friend. Also, where Twilight is predictable with how she solves a problem, Sunset seems to be more on the unpredictable side. Sunset continues to surprise me. She is also a:

Well, those are my thoughts. So what makes Sunset so interesting a character to all of you? Please NO TROLL COMMENTS!

A anon on 4chan said it best

4754108
4754129
I'll second that 4chan analysis.

Sunset is just more complex. It's even in her cutie mark that she's a balance of light and dark traits, and that not only makes her less predictable, but probably craftier and just more interesting to watch. We've gotten to be with her during her journey from antagonist to hero, so we've been able to bond with her character through all that. We've seen her struggle through a lot of tough stuff and come out on top. Add on top of that her awesome design (even more awesome with her new outfit that really suits her), and her great voice work.

But the cherry on top, I think, has gotta be the meta aspect of her history. She started as one of the weakest villains in G4, and now she's been developed into a character that's almost universally loved over the course of just one movie (made even stronger by the third movie). That's an impressive feat.

And she's super hot.

4754108 I like her because I love the theme of redemption. There's all sorts of ambiguity with Luna, but Sunset? She fell on her own, she climbed back up, and now, she's helping others.

4754129
Come to think of it, when compared to Sunset, Twilight is just... boring.

4754327
Luna ain't got shit on Sunset!