I'll try to be a little more spoiler-careful going forward!
Not a whole lot to say about episode 3, there weren't any major events here. We met some of the characters in King's Landing. "Littlefinger" Baelish is pretty great... Varys is probably the most underwhelming casting, as there's nothing about him that screams "the Spider".
And as pictured above, Syrio begins training Arya... she's going to be a scene stealer. I take that back... she already is, since I believe that scene was probably the most satisfying bit in the episode.
Onto episode 4.
Ghost made an appearance! The wolves need better agents.
"I've a tender spot in my heart for cripples, bastards, and broken things." I loved that line from Tyrion. Apparently the producers of the show did as well, since they made it the title of this episode.
Lots more characters are introduced: Theon Greyjoy... who's actually been in the background since the first episode. Samwell Tarly... coming across as even more pathetic than I had imagined him. And Gregor "The Mountain" Clegane. Gregor's character is defined through his brutality in the joust, and a story of cruelty to his brother, Sandor "The Hound"... and while the Hound has been a little more prominent than Theon, it's the first bit of attention he's given in the show as well. At this point, I don't feel like I have enough of these characters form an opinion on the casting. And as I don't recall Theon or the Mountain having a lot to do in the first book, I doubt I'll be able to anytime soon.
Cersei's confrontation with Ned Stark reminded me that I really haven't gotten enough Cersei these last couple of episodes.
The episode ends with a scene featuring Tyrion that was in the original teaser for this show... It was one of two easily recognizable scenes from the book in that trailer, and I'd been looking forward to seeing it in it's entirety. Another brilliant cliffhanger to end the show.
There hasn't been a whole lot of movement with the Targaryens in these last two episodes, but I just have to throw out there that Viserys is another great bit of casting. So many amazing casting choices, I may make up my own ranking once the season is over.