LADY STONEHEART - While I am not a huge fan of the LS storyline, and have no idea where it will end up, it was a good "gotcha" moment, provided closure to the Beric Dondarrion/Brotherhood Without Banners storyline, and raised a lot of interesting questions about the high psychological cost of the magic employed in returning someone to life.
JEYNE WESTERLING - The Talissa character was, in all honesty, absolutely terribly written. Not only was she a complete anachronism for the world she was written into, but the removal of the Westerling family link to the Lannisters undermined just to what degree Tywin Lannister had orchestrated Robb Stark's fall.
VARGO HOAT (AND ALL THE BRAVE COMPANIONS) - He was a colorful, memorable character, and was replaced by a placeholder in the form of Locke. What was the point of that? Hoat's flexible loyalties and the fact both sides were willing to put up with his extremities as long as they were directed at their enemies was a nice grey/grey morality flourish, too.
ARIANNE MARTELL - We're not getting her/she's been merged with Sand Snakes/she's been replaced by her brother. Not only was she one of the more interesting female characters in the books, she was also the only female character who was first in line of succession in her respective "country". Helped establish Dorne's character. Lousy omission.
THE GREYJOYS - I think we were all happy to see no Aeron Damphair, but Victarion and Euron were great characters, and "Yara" (Asha) has been so underwritten she might as well not even exist. The Iron Islands storyline wasn't always handled well in the books, but it has been handled even worse in the show, where the fearsome Viking-like reavers were replaced by sallow, lanky men in homespun.
ROS (SUBTRACTION BY ADDITION) - What the fuck was the point of Ros, exactly? The show is already STARVING to find screen time for the cast of hundreds, and the pacing is frequently abysmal because of it. Do we need showrunner insert characters who do nothing, contribute less, have no arc and little personality, and die pointlessly? Watching huge swaths of strong content cut so we could get another Ros brothel scene or 20 minutes of jokes about Podrick's enormous unit is one of the more maddening things about the television adaptation.
THE ACTUAL TYRION LANNISTER - Time for a little controversy? Time for a little controversy. Show Tyrion fucking sucks.
It's not Dinklage's fault, although he's been mailing it in at times. He's doing what he can with lousy material. Show Tyrion has been stripped of almost every flaw and nuance, rendering him a limp, blandly 'noble' protagonist who simply bundles quips out at every occasion. Book Tyrion resented Sansa's lack of affection and carnal desire for him. Show Tyrion nobly refused to touch her. Book Tyrion loved Shae despite her nakedly apparent social climbing, greed, and manipulation. Show Shae had to be changed into a character that makes no sense so show Tyrion wouldn't look daft for loving her. Book Tyrion surrounded himself with cut-throat mercenaries and random savages, had a singer killed for talking about his mistress, threatened to bugger his nephew, and generally acted in a fashion as wildly immoral as any of his siblings. Show Tyrion had only Bronn, who was tidied up to be a loveable rogue instead of a cold-eyed killer. Book Tyrion tells Jaime he killed Joffrey to wound him, and kills his father for what he did to Tysha. Show Tyrion does it because "he loved Shae"...the woman he strangled in a fit of jealous, vengeful rage only moments earlier. Book Tyrion begins ADWD seething with hatred and self-pity, rapes a prostitute, and treats Penny (who I imagine we're also losing) with open disdain despite her evident love for him, all the while bemoaning how the world refuses to look past his dwarfism. Book Tyrion is a hypocrite and a bully. He's good things too, of course, but the best thing about book Tyrion is HOW MUCH HE REFLECTS HIS FATHER. All of Tyrion's worst impulses echo those of his father...his lusts, his superciliousness, his sense of entitlement, his hypocrisy, his ruthlessness in dealing with perceived enemies. Genna Lannister quite notably tells Jaime that he was never truly "Tywin's son", that however much he was loathe to admit it, Tywin's truest reflection was Tyrion. This is all part of Tyrion's arc, and the show has absolutely RUINED the character in the search for a heroic protagonist.
Pisses me off.