I really need to re-read these books. It's been several years and my memory is fuzzier than I would like it to be. Keep that in mind while reading my thoughts, since I may be way off base on a few things.
The woman playing Melisandre really isn't that good an actress, compared to some of the awesome people in the rest of cast. That's too bad, because she's such a fascinating character. Even after reading five books, I still don't know how good or evil she is (as much as such labels can be applied in the AsoIaF-verse, anyway). She's got so many of the traditional markers for a villain (femme fatale, dark magic, devious, manipulative) that in any other series I'd assume she was evil, but...this is not your typical fantasy universe, and damn, all that fire magic would come in mighty handy against flammable wights! She's a complex, enigmatic figure, and I can't really blame the actress for not capturing all those nuances. Still, I had hoped for more from her.
Davos is about like I imagined him. I find him rather boring, but at least we don't have to suffer through entire chapters from his POV this way. ;)
Stannis is spot-on, attitude-wise. He actually has more hair than I imagined. I pictured him as one of those guys who started to go bald and then, rather than mess around in denial, just started shaving his entire head.
I liked Renly a bit more on the show than I did in the book. In the book it seemed a little bit shoved down our throats how charismatic he was, whereas on screen all that could just naturally be shown. I know some fans were put off by his squeamishness over blood in one episode, but it didn't strike me as that big of a deal.
I swear the scene where Margery Tyrell offers to get Loras involved in the bedroom for Renly's sake was not in the book, but WAS in at least one fanfic I ran across. LOL!
They are making Tywin Lannister way too sympathetic. He reminisces fondly over Jaime's childhood, his own father, etc., while treating Arya the cupbearer well. He's supposed to be even more ruthless than Cersei, although it is true that his love for his children (well, 2/3 of them) is his strongest redeeming feature. I just am not getting the hardass, cold-hearted vibe from him at all, and he certainly is a nasty piece of work later on in the books.
Theon is a total douchebag. That, at least, is true to the book. Heh. Gruesome as it was, I LOLed at him not being able to behead someone in one blow. Took him a few swings of his sword plus a kick. What a wimp! *snerk*
Tyrion is awesomeness personified. Joffrey is properly sadistic and loathsome. So the fact that Tyrion keeps getting to slap Joffrey makes me very happy. XD
San/San is alive and well, squicky age difference between the actors aside. I literally cheered when he saved her from the mob. ^_^
Not too fond of the Robb romance plot. I don't automatically hate anything that's different from the books, or added just for the show, but this development is...meh. I guess Robb was never one of my favorite characters, so that might be part of why I don't care that much. He's just rather bland. Oh well, he's got a certain wedding to attend sooner or later...
Jon Snow is okay, but I liked him better in the books. I'm not entirely sure why. I think on the show he comes across as a little too pure-hearted. He's kind of got that "poor, lost puppy" vibe. Now that Ygritte is around the days of his perfect image are numbered, though. I know Ygritte is generally disliked in the fandom (and I never cared that much for her, either,) but at least in her debut episode tonight she wasn't too annoying, so we'll see.
I love what I've seen of Brienne so far, and I cannot WAIT to get her and Jaime on screen at the same time. (*coughcoughOTPcoughcough*) I miss Jaime, but I read somewhere that to avoid leaving him out of this season completely they'll be pushing up some of his plot from the third book into this season, so hopefully he'll be smirking his way back onto the screen soon.
Speaking of Jaime, in tonight's episode Tywin said he was dyslexic. Was that in the book? I don't remember and you'd think I would know that about my favorite character. (Well, co-favorite, since Tyrion hops into that position from time to time.)
Dany continues to rock my socks. Through incredible adversity she keeps her chin high and dignity intact. Even covered in dust, she projects a regal bearing.
[The rest of this post has somewhat more substantial spoilers for A Dance With Dragons, a.k.a. Book 5...ye be warned!]
Although, I was a little disappointed in Dany's plot in Dance with Dragons, to be honest. It seemed too far removed from her struggle toward the Iron Throne. Yeah, I know, she can't just hitch a ride on a boat and show up in Westeros without an army at her back, and it's not easy to amass such a force when you're starting with nothing but your baby dragons and the singed shirt on your back. But it felt like she was so entangled with all the political turmoil of the Mereneese(?) people that she was getting further away from her goals instead of making progress.
On the other hand, I guess it's a good thing that she makes all her beginner's mistakes ruling a throwaway city-state on the other side of the ocean so that when she comes to Westeros she'll know what she's doing. ;) That, and she seemed to come to her senses a bit more after her road trip with Drogon. Heehee...