[Warning: some possible spoilers in this post! Although if you don't want to see spoilers, why are you reading the discussion thread?? 
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The only massive surprise was Myrcella - everything else played out nearly as the books do.
The other differences are that Sam and Gilly should have gone with Maester Aemon to the Citadel by boat ages ago. Maester Aemon should have died on the way, and Gilly switches her baby with Princess Val's child (to keep it from Melisandre, who wants to kill him). They've completely done away with Val, which is a shame (for those of you who are wondering, she was Mance Rayders wife, making her Queen beyond the Wall and her child royal blood).
Arya should have gone blind ages ago too. Hopefully we'll now see more development of the House of Black and White - in the books there's quite a lot about it.
Jon Snow as expected. I suspect he will be back in some form. The fact that Kit Harrington isn't being cast next season means nothing - I think he will appear as Ghost. He's a warg remember? Jon Snow is probably rattling around inside Ghost's head. Failing that, my money's on Melisandre or something akin to Lady Stoneheart.
Cersei as expected.
Stannis, bit unexpected; he ought to still be camped outside Winterfell.
No idea what Brienne will do now - she ought to have been held captive (by Lady Stoneheart) with Jaime in the Riverlands. Also not sure what is in store for Jaime.
Danaerys as expected.
Tyrion and Jorah are on a TV storyline which is a little further along than the book. I think it's fairly inevitable Tyrion and Dany will meet in the books at some point.
Varys never left Kings Landing in the books. Although it is a departure from the book storyline, I wasn't completely surprised to see that in the show he caught up with Tyrion eventually.
Theon, as expected, although he should have been jumping off that wall with Jeyne Poole, not Sansa, who should still be in the Vale. Will be interesting to see what they do, as Theon and Jeyne run for Stannis' camp, where Theon is held prisoner (as is his sister Asha Greyjoy). That story line is going to have to be heavily altered now.
It's all getting a bit interesting now the show is breaking away from the books! I still can't wait for Winds of Winter though.