Just watched this season's finale. The Hound was brilliant, his best scene ever. Martin has made clear why you don't write books in which the main characters die: because when you make it into a movie, you keep killing off the actors just as they hit their stride.
At least we still have Jorah Mormont to kick around. I wasn't that attached to the character in the book, but I am a big fan of Iain Glen ever since his bit part in Downton Abbey. This is another problem with film; a good actor makes his character more likeable than the plot expects. Sean Bean did the same thing with Boromir.
At the end, I was struck by the unhappy revelation that this book series will never be finished. The TV show is burning through the plot; they have maybe one more season and they'll be out of books. Martin will have to devote his time to script treatments to finish out the show. After that, he'll just be too tired of the whole thing to actually write the books.
On the other hand, as much as I like Martin's discursive writing, the show is dramatically and narratively tighter. Maybe they'll hire somebody to write the final books based on the show.