  The main result in this paper is the character formula for arbitrary
irreducible highest weight modules of W algebras. The key ingredient is the
functor provided by quantum Hamiltonian reduction, that constructs the W
algebras from affine Kac-Moody algebras and in a similar fashion W modules from
KM modules. Assuming certain properties of this functor, the W characters are
subsequently derived from the Kazhdan-Lusztig conjecture for KM algebras. The
result can be formulated in terms of a double coset of the Weyl group of the KM
algebra: the Hasse diagrams give the embedding diagrams of the Verma modules
and the Kazhdan-Lusztig polynomials give the multiplicities in the characters.
