I gave up halfway through the Shadar Logoth episode (near the beginning of season 1).

I could overlook the individual annoying little details, such as Lan complaining that his bath's not hot enough, but the big issue I have is the tone. The books have an air of romantic optimism which, on the screen, ought to play out much more like Lord of the Rings than Game of Thrones. The series just discards that, going modern grimdark grittiness, and as a consequence something essential seems to be lost.