I've read books 1 and 2, and have been more than satisfied for the most part about how the show has adapted them. Keep this in mind, since the rant I'm about to go on might make it seem like I feel otherwise. Dany stamping her feet and swearing violence against people has become quite tiresome, but that's pretty common, I'm sure.
However, I have to say that I was actually pretty disappointed with the last episode. I liked the inital wildfire scene; however, let's not forget that in the books that part was much, much more prolonged. The boat exploding only crippled a part of Stannis' fleet, not the entire group. The show completely dismissed the genius tactics of Tyrion making the chain across Blackwater Bay to trap the fleet once they'd moved in, and the catapults throwing more wildfire were nixed as well. This ties into the scene where Mandon Moore attacks Tyrion; in the books, this was in the water, but in the show, they were forced to move it onto land.
Also, I have to say that the fight scenes were really pretty lame. To this point, the show has done an excellent job of making a small number of people SEEM like a very large group of people, through clever use of camera shots, etc.; however, Ep9 totally failed to live up to that. It was very patently obvious during many points throughout the episode that they were working with a pretty small number of people. The walls also seemed very... short. Did anyone else notice that? The whole set just looked very amateur, the ladders, the walls, etc.
I do enjoy Arya's storyline. Though she also has a little bit of spoiled brat to her, it's being quickly culled out by her harsh life experiences. I liked the portrayal of Jaqen, though IIRC he almost never used personal pronouns like "I" or "you" in the books, where he seems to do it pretty often in the books. However, I think my favorite part is the interplay between Arya and Gendry - I could see them ending up together. (To those who've read the later books, don't spoil it! :p )
I continue to hold faith in GRRM and the HBO writers, as for the most part they've done a fantastic job, and I fully expect the finale this weekend to be fantastic.