First of all, I just want to point out any of what I say is purely my opinion. Secondly, all other opinions are welcome, including any characters I fail to mention or reasons why you disagree but please try to keep it civil.
Lastly, if your comments contain spoilers, please give adequate warning for anyone who may not have read the books or be up to date in the television series and attempt to conceal it (ie font colour).
Ok here goes..
Margery Tyrell - This may come across as somewhat shallow as her acting is definitely acceptable, but in the book she's described as a beauty to rival Cersei (while I don't think Cersei is anything special either, she's certainly much more attractive than Margery).
Melisandre - Do not want. Her character is supposed to be incredibly charismatic and beautiful, not to mention I feel like they've completely changed her persona. Maybe it's just how I read her lines in the book, but she didn't come across nearly as arrogant and bitchy(?) as she does in the series. She was definitely confident, and devoted, but arrogant wasn't a word I'd use.
Stannis Baratheon - His look and his character is too soft. I've not watched the entire season so I'm hoping his character evolves, but he was harder or look and had a delicate ego; his temper would quickly flare up if someone challenged something he thought was right or said he was wrong.
Gilly - When I saw who they cast for Gilly I was excited, she was one of my favorite actors in the TV show skins (along with the guy that plays Gendry) and was absolutely shocked by her acting.. That was some of the worst acting I've ever seen from her which was really disappointing.
I don't really consider any of what I just wrote to be spoilers, but I've tried to conceal it nevertheless. You know what to do!
I actually have 100 other complaints about changes they made to the story and characters etc, but I don't think anyone wants to read an essay. That said, this one of the highest production quality TV shows I've ever seen and, had I not read the books prior, would be hands down my favourite TV show of all time. I understand the need for some of the changes, but others just baffle me.