One story about this holy king might help to illustrate why I choose him among my favorites.
It is said that as Alfred retreated from one battle through the Somerset Levels he was welcome with his small band into the home of a peasant woman.
She, unaware of his true identity, left the home and told Alfred to attend to the cakes she left baking on the fire. Alfred grew distracted by the battles and allowed the cakes to burn.
Upon her return, the woman naturally reprimanded Alfred for his failure. When she learned of his kingship, she apologized profusely, but Alfred refused to accept her apology, saying that she was, afterall, quite right: it was his fault the cakes were burnt.
The only king of England to be titled, "the Great," Alfred compiled a book of Adages and he has a great many other quotable phrases found elsewhere. Some of these include the following:
Therefore he seems to me a very foolish man, and truly wretched, who will not increase his understanding while he is in the world, and ever wish and long to reach that endless life where all shall be made clear.
Power is never good, unless the one who has it is good.
The saddest thing for a man is that he be ignorant; the most exciting is that he knows.
Somewhere Alfred also said something to the effect of always having with him - and encouraging others to do the same - Pope Saint Gregory the Great's Pastoral Care, but I cannot seem to find that quote at the moment.