I'm currently reading the books and watching the show simultaniously (book 4 and season 4) and just think the story is one of the most beautiful I've ever read. I like how all the characters are separated and their story lines are slowly coming together. But of course each story is different. Which one is your favorite? 

Mine is definitely Arya Stark. However is started out a bit boring and slow, but when she joins Jaqen H'ghar it suddenly becomes so mysterious and dark. She's then tested to the limit. 

The one where that one guy got killed.

I think I like the political intrigue of King's Landing the best overall even though I'm rooting for the Starks to prevail in the end.

So all of them?

No, the other one.

Jon and Daenery's storylines are the ones that interest me the most, but it think Game of Thrones has done a really good job at keeping all of them interesting. Except Arya's storyline in Braavos that went on for way to long.

The last 3 seasons of the show really let me down, ever since the series split from the books its gotten pretty bad. But i cant really really blame them for splitting since GRRM would rather write side stories than finish the main serirs.

Cersei and her relationship with her family and her ruling of the kingdom has always been the most compelling to me.

John snow storyline most definitely

In the show, Arya and Tyrion are my favorite characters, and I liked their storylines that most until the last couple of seasons. I don't really have a favorite storyline anymore, frankly. All the waiting for new content over the last couple of years has killed much of my interest. I'm invested enough that I'll watch until the end though.