This episode was my favorite since the beginning of the series. We meet a lot of great characters, at the Wall and at King's Landing. I'm a bit disappointed by Renly Baratheon: Gethin Anthony is a good actor and cute but he seems too common. The writers want to make his relationship with Loras more explicit than in the books so maybe they didn't want to fall in the dolled up gay man cliché.
But Aiden Gillen as Petyr "Littlefinger" Baelish is perfect. I can't wait to see him again in the next episodes!
The episode title is Lord Snow but Jon hasn't a lot of scenes. They are important anyway. Yoren and Lancel are already introduced. it's a good thing because even if they are minor characters, they play a significant part later so it's better to know who they are before.