I think the thing that is, well, annoying about the storyline, and the main reason for me having lost a lot of my initial enthusiasm for the whole saga, is that the Starks were originally set up as the main protagonists in it - the "good" ones, the heroes, if you like, the force for all that was decent in the story. This made me naturally want to side with them against such as the Lannisters, and I would expect them to have their fair share of triumphs as well as disasters.
Instead, the winnowing of their ranks has been continual ever since
, and whereas I agree that killing off major characters as GRRM does adds gritty realism to the books, when you do it excessively to the characters that your readers have engaged in, you risk those readers saying "to hell with it"