Everything I really had issue with was very minor-- the Targaryens not having purple eyes, for example, and Viserys not coming across as mean as he did in the book.
On the whole, though, I was very impressed. The acting was solid, the scenery and camera work were beautiful. It played out like a big screen epic, to the point that I was vaguely surprised when the credits rolled.
Also--- had I not known exactly who Jon, Robb, and Theon are, I very easily would've gotten confused (well, Jon and Robb in particular. Which is awesome, since they're half-brothers and all.)
And OMG THE DIREWOLF PUPPIES WERE ADORABLE.
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From one of the discussion forums I've been reading: "Joffrey is perfectly cast. How do I know? The instant he appeared onscreen, I wanted to punch him in the face, repeatedly."