I don't agree with all of Rob Bricken's choices, but I do like his top 5:

We’ve talked before about the many ways the Game of Thrones TV series has improved upon George R.R. Martin’s beloved fantasy books, but there’s something we haven’t mentioned — the characters. There are performances on-screen which enhance their literary inspirations, and here are just a few!

1) Margaery Tyrell

We begin with what is probably the best example of this phenomenon, a character who isn’t non-existent on the page, but quite unexplored, despite her marraige to two of the saga’s most prominent characters. We only get the barest hints of what’s in Margaery’s head in A Song of Ice and Fire, and her motivations are as unclear as well as whatever personality she hides behind her sunny disposition. But the Game of Thrones TV series has developed Margaery from an ill-defined supporting character to a major player. Portrayed wonderfully by Natalie Dormer, she’s a power-hungry as any player of the game of Thrones, but she’s able and willing to manipulate people through her charm and beauty — the people of King’s Landing and King Joffrey foremost among them — to achieve her ends. Her likeability may be a tool to gain her power, but that doesn’t make her any less likable; likewise, her plots may be subtle and non-violent, but that doesn't make her any less of a schemer.

2) Tywin Lannister

Lord Tywin is an imposing figure in the books, a cunning, ruthless man determined to keep his Family in power, even at the cost of his family. One could argue that actor Charles Dance improves the role simply by informing Tywin with more cold, unfeeling malice than even George R.R. Martin’s prose could convey. However, I think the TV show’s Tywin is better because it hasn’t just focused on him as a lord, general and political player, but also as a person, especially through his scenes with Arya in season 2. Tywin manages to let his guard down around a (theoretically) unimportant cupbearer, and the scenes reveal a fascinating side of the Lannister patriarch the books don’t — the man behind the Lord. This doesn’t mitigate his awfulness or cold-bloodedness at all, but at least we can see Tywin as something beyond just as a ruthless lord and terrible father.

3) Robb Stark

Robb’s development in the TV series was pretty much a necessity; since the character doesn’t have his own point-of-view chapters in A Song of Fire and Ice, we hear about most of his actions and accomplishments second-hand, via Catelyn or from other characters hearing how the war is going. Other than Rickon, Robb is definitely the least well-known Stark in the books, but the TV series couldn’t just abandon a main character like that, especially while he’s off fighting the war against the Lannisters. So they filmed those second-hand scenes as his scenes, including several moments of battle and battle planning, but then they even filled in gaps, like his developing relationship and marriage to Talisa. The result is that we care even more for TV Robb than we do for book Robb, and we care for book Robb quite a bit.

4) Gendry

The bastard son of Robert Baratheon is such a minor character in A Song of Ice and Fire, it can be disconcerting for book readers to see him keep popping up in the show. This is partially a matter of logistics — there are only so many characters the show can portray, and only so many actors the show can hire, so some characters’ roles are going to get expanded to fill in those gaps — but Joe Dempsie has brought a lot of personality to what was originally very simple character. More importantly, it appears that Gendry will be taking the place of another royal bastard in the show, as Melisandre hunts him down for one of her dark rituals later in season 3, which will of course give him even more screen time. I'm happy to get more Gendry, but now I'm also worried what R'hillor has in store for him.

5) Sansa Stark

Sansa Stark can be a hard character to love. She begins Game of Thrones as a young girl, somewhat spoiled and completely oblivious to the harsh realities of life, believing that as a princess she’s going to marry a handsome prince. It’s a completely reasonable idea for a privileged young girl to have, but it does make her look shallow and dumb when you compare her to tiny badasses like Arya. But even if Arya has had to wander the wilderness, she’s often been free, Sansa has been nothing but a pawn since the moment Robert Baratheon died — and usually the pawn of bad, bad people. Anyways, while the book does an excellent job of describing Sansa’s miseries, some people still have a hard time empathizing with her. I think it’s much, much harder not to empathize with TV Sansa, because Sophie Turner is doing amazing work with the character. Her ability to convey Sansa’s horror, her dead-eyed numbness, the way she almost refuses to let herself feel hope in the few times things seem to be going in her favor is powerful and heartbreaking. Much like their characters, Maisie Williams gets most of the attention as Arya, but Williams is playing a character right as she’s portrayed on the page. Sophie Turner is working with a very different character in Sansa, but she’s also doing a lot more with it.

More Margaery, Tywin, Gendry, and Sansa, please!

Another article with 6 more observations:

http://mashable.com/2014/06/06/game-of-thrones-book-vs-tv/

Reddit comments:

http://reddit.com/r/gameofthrones/comments/27gvh2/acokseason_2_the_visual_character_changes_hbo/

800 Reddit comments:

http://reddit.com/r/gameofthrones/comments/27mxcr/no_spoilers_i_just_started_the_first_book_and/