I think D&D are doing a pretty good job trying to get that morally ambiguous 'gray' feeling across. in Ep310 Tywin admits that the Red Wedding was brutal, but asks 'would you rather 1000s on the battlefield or a dozen at dinner?' Also, Stannis - is he good or bad in the TV series? The public have their favourites, but I think D&D are doing their best, bearing in mind HBO want to keep ratings high enough to earn back their significant investment in producing the show.