Dexter's best seasons have provided for some incredibly satisfying television, but those have only been a few of them (Seasons one, two and four). Pretty much every other season has been ridiculously stale though. So while the best of both are on par with each other, I'd say GoT edges out ahead by virtue of the fact that it's consistently good (although the season 3 scenes with Khaleesi were just a tad underwhelming).
Like other people have also said, Dexter can really be predictable at times, whereas GoT constantly has you at the edge of you seat, and its storytelling is also a lot more believable, so to speak. Dexter has M-99'd one too many people in broad fucking daylight for the show to be anywhere near even remotely feasible.
Personally, I think the first few seasons of Dexter > Game of Thrones so far. I think the focus on fewer characters allows Dexter to tell a much tighter story and lets the viewer to become much more invested in the characters.
But maybe it's just because the emotional impact of the big shockers in GoT has been lessened since I read the books first.
That said, they are both excellent series and you should watch both if you have the opportunity.