Great show, even better books.
I love the emotion it can generate. Take Theon Greyjoy as an example. I detested him from the beginning and was initially really please to read/see him getting what he deserved from the Boltons.
SPOILER ALERT -
BUT - to read/see how utterly and completely broken he becomes at the hands of Ramsey and "skinner" I actually feel a bit sorry for him later on. A bit.