Mmmmh, I have to say, I STRONGLY prefer the books to the show. But it is quite obvious with me, since I started reading ASOIF almost 13 years ago!
For the rest, I find they did a pretty decent job with almost everyone on the show, imo. I really like how they started showing some of Theon's flaws and weakness before than in the books (Theon is one of my favorite!). I'm not so fond about some general choices they made, like adding a lots of sex scene instead of showing Sansa's character development FOR EXAMPLE, or adding that random lady Talisha (or how was her name...?) but, you know, audience and stuff, so... Really, I'm pretty cool with it, first season in particular looked really well made to me. I'm just curious to see how they will manage the third season since things stars to get more and more complicated at this point!XD