I had goosebumps when Arya talked with Jaquen. Her actress is the winner of this season, as far as I am concerned (if we're ignoring the omni-awesome Dinklage for a second).
And I found Maester Luwin's last scenes all close to perfect.

I also think that it's kinda hard to cheer for Dany unless you are a young girl or woman who always wanted to have dragons and rule a kingdom.

Loved The Walking Dead.

I felt there was little connection to how I remembered the ending of the book (but that may just be my memory). I kinda expected Davos to sit on a rock somewhere, for example.
Jon and Halfhand's fight was a lot more dramatic in the book, but that's the stuff that happens when you have dozens of storylines to cover.

Overall I was very happy with this season and I can't wait for S3, the highlight of which will rip unprepared people's head off.