imo, Arya has been done absolutely perfectly in the show, I think the only one that even comes close to being as close to their characters in the books is Viserys. I can't wait to see her begin her long adventure. I just can't understand why my girlfriend (who watches it with me every week) doesn't care for her.
I know a lot have loved Tyrion's portrayal in the show from the get-go, but it's been slow going for me. I didn't like him at all in the first few episodes. The shakespearean accent was a big turn-off. I do have to say that he's grown on me loads since then. He's also by far and away my favorite character in the books.
---------- Post added 2011-06-13 at 12:47 AM ----------
What a wonderful introduction to Tywin Lannister that was too
I won't be too heartbroken over any lost battle scenes really, except for the one that will involve Tyrion's little chain :P I think it's impossible to do the wolves right without very good CGI (I'm thinking werewolves in Twilight; No, I'm not a fan), and that would be tremendously expensive.
I don't mean to make a case that they are being cheap with the show, it's beautiful, I just think that some aspects of it could never be done on the budget of a TV show.