Yea i just don't get the torture parts. If they important to the story that is fine but they are taking valuable time away from lot of other things they could cover. Theon was a dick though but i don't wish such fate on anyone.
Joffrey is back to his wacko behaviour and i guess last of misfortune for Ros. I really liked her. Well she is gorgeous and was a good added character for the show.
The climb was indeed quite wonderfully done and agree on the view. I've only read the first book so it is all new to me.
Not telling you too much but yes, the torturing is quite important for the story of Theon :) I am surprised they show him now, in the books this was done later. But I can see how it fits in the whole picture that the series is going to tell.