Agree that the lack of battles was disappointing, but it is important to remember that this first series was a bit of a test to see how much interest there was in the idea. They pretty swiftly moved to confirm a second series, but only once the first viewing figures came in (which were high, most viewed program on Sky Atlantic etc etc) so expect the second series to receive a boost budget wise and hopefully more battles as HBO don't have to worry about the risk that it wont attract viewers this time round.
Also agree with the above posts about Peter Dinklage, I also think some of the lesser characters like Jorah Mormont and even Drogo have been portrayed excellently and played more of a role than in the books.