Episode 1 - Winter is Coming:
Intro:
Firstly there are changes made between the book and the Tv show, which is only to be expected. Some, no doubt, I've missed, and I'm not trying to list all of them, merely detailing what I thought made a big difference - for better or worse.
We begin with a shot of three rangers preparing to go ranging beyond the wall.  We see the gate raised and them riding through the passage at the bottom of the wall. Deep, dark, long, emphasizing the massiveness of the wall itself. At the other end the gate rises and the three emerge beyond the wall, into a landscape covered in snow, with the wall in all its wonderful majesty rising beyond them.
Atmospheric music and eerie sound effects begin as the three enter the forest beyond.  I loved the creepiness of the sound effects and the light touch with the music.
Will is wonderful at showing the horror of what he finds, and Ser Waymar Royce is suitably unimpressed and unaware of how Will and Gared are reacting. Well, not that he's unaware, but that he doesn't care and dismisses them as cravens.
The action is considerably different from the action in the book here. I really had no issue with the changes and thought they worked well. Quick and sudden horror and bafflement and pure terror as Gared and Will, and then Will alone, flee.
Title Sequence:
Wow! It is impressive and oh so neat, and I really can't even begin to describe it other than to say it has elements of steampunk in it, which was wonderful!  The music is suitably impressive and intriguing with notes in lower registers.
The Red Keep:
We see Jon Arryn laid out in the throne room rather than at the Sept. The Silent Sisters attend his body as Cersei looks on, joined after a moment by Jaime in a scene not in the books. They speak of a secret and its dangers.
Winterfell:
Love love love the boys in the yard helping Bran with his archery, and loved even more Arya's intrusion into it (as she slips away from her hated needlework).
Also enjoyed seeing Catelyn and Ned being parents and friends. 
The look Cat aims at Jon though.. Wow. It reveals all the hatred and distrust she feels for him, all in that momentary look they share. Jon's in return, is bland and unsurprised.
Justice:
The beheading scene is considerably changed, in that it is not the same character as in the books. But the rest of the scene is pretty much on target, with Bran being brave and Jon praising him for it, and Ned explaining 'our ways are the old ways' and 'the man who passes the sentence should swing the sword.'
The dead elk is found and shortly thereafter the dead direwolf whose pups surround her. The sequence is close to the books, with Jon convincing "Lord Stark" to not kill the pups because they represent the family sigil and are a sign in their numbers. They are ready to leave with the pups when Jon hears Ghost wimpering.  Theon laughs at the 'runt' which suitably, according to him, goes to Jon. You can easily see that relationship - Jon and Theon - is very different from Jon's with his half-brothers and half-sister Arya.
The Godswood:
Wow, the tree was massive and impressive but you couldn't see the face. Cat explains the letter that came by raven of Jon Arryn's death and that the King and complete entourage were heading to Winterfell. Both knew what that meant.
Nice back and forth regarding Cat's discomfort in the godswood even after all these years, as Ned laughs and replies that it is her gods who have all the rules.
The King's Arrival:
Pretty much spot on, and I loved the discomfort evident between Cersei and Robert, her irritation at Robert for insisting he go into the tombs the moment his foot hits the dirt of Winterfell. Also the discomfort both Ned and Catelyn can't hide when they have to greet Cersei as queen.
Jaime, on first sight, looks utterly magnificent.
The Hound's helm is impressive, and he is suitably ugly and scarred.
Great job doing the relationship between Ned and Robert. Uncomfortable at first as they test their friendship, then swinging back into what must be familiar to them from their childhood and from the war.
Robert lays a feather into the stone hand of Lyssa as he mourns her and curses Rhaegar.
The Brothel:
New scene written in when Cersei asks Jaime to find their errant brother. Jaime no doubt headed straight for the nearest brothel where he finds Tyrion already receiving proper attention. It is a scene that made me smile and grin to see that the brothers respect and admire one another even if Cersei despises Tyrion.
tbc

Part 2