I'm trying to read the books, and just got to the end of the third one. One thing I noticed is that Martin repeats himself a lot. There are two magical assassinations arranged by Melisandre; Theon goes on two long rides on horseback; Arya serves under two tyrants before Jaqen helps her escape. In all these cases the show boiled down the repetitions down to one iteration each without losing anything. Another difference is that Margery is a non-entity in the books; we don't even know how she feels about having lost two husbands. In the TV series she does interesting things like flattering Joffrey into submission and even trying to teach him how to be popular.