Sure, this is "what if"... and yet GRRM has successfully kept us riveted by writing his characters out of the story. (Less=more.) Robert, Eddard, Drogo, Renly, Robb, Joffrey, and Tywin seem the most politically important characters to have gone, but they are not all favorites.
Killed too early? (Do I think GRRM wrote them out too early, no. But I'd liked to have gotten a bit more from the characters.)
Jon Arryn. Did he know the truth behind Lyanna's disappearance? Did he know the truth about Jon Snow? Was he about to tell Robert about Cersei? Did he really believe Robert Arryn was his son?
Jeor Mormont. The Old Bear was a great character. Jon definitely needed more training.
Old Nan. What would have happened if Nan and Meera got around to swapping stories? We might actually know the truth behind the Others and the Starks.
Joffrey Baratheon. If the term "little sh!t" could ever be deemed as a positive, then Joffrey was it. He was a wonderful teenage villain.
Still alive?
Dacey Mormont. Mmmmmmm, Dacey.
Kevan Lannister. Who will rally the Baratheon defenders against Aegon?
Aemon Targaryen. I'd like to see him talk to Dany, just once.
Now, who do I wish was already dead?
Ramsay, Bowen Marsh, Daario, Lem, and the Huntsman.
And who do I wish would stay dead?
Catelyn Stark.