That was possibly the best hour of TV I have ever seen. Before this episode, it was Blackwater. Before that...the last episode of The Sopranos.
I wish I was able to temporarily erase my memory of the books so it would be even more shocking. They did focus a bit too much on Catelyn's "Dat Walder Frey, he be a mad ****!" in the recaps at the beginning, but I always skip them then rewatch the opening theme and the recap when I've finished the episode (I download them, since New Zealand is ass-tastic when it comes to watching things from Showtime, HBO, AMC, etc). Without the recap and without reading the books, that would've easily been the best 'twist' in anything I've ever experienced. Unfortunately, Saw 1 still gets that since I had no knowledge of what the film was even about when I started watching it.