I thought this was a better piece of television than last week's first episode. We have Daenerys taking the first steps to becoming more sexually and politically confident; we have Catelyn setting off down the Kingsroad herself to warn her family of the danger that awaits them; and we have the crucial moment of the beheading of Sansa'a wolf, the result of a childish squabble which escalates to a political crisis, and also echoe the beheading at the very start of the story.
Once again, Peter Dinklage as Tyrion is barely in it but is brilliant. Michelle Fairley and Sean Bean are much better apart than together. The one weak link seemed to me Kit Harington as Jon Snow; hopefully he'll grow into it. (And I can't lay my hands on my copy of the book now to see if Eddard promises to tell him about his mother in the original as well; please enlighten me in comments.)
Anyway, look forward to the next episodes, with more confidence than I felt last week.