My first campaign, I had the players start before Robert's Rebellion and had them navigate their way to the top.
The angle I took was that the players were a family of serfs somewhere in the Stormlands. The first couple of sessions focused on travelling with a the hunting party of Lord Lomouth were the party met Rheager, Arthur Dayne and Richard Lonmouth. In the final session of that hunting trip the party foiled an assasination on Lord Lonmouth. I had been building up the clues and confusing disjointed banter since session one.
In return Rheager urged his father to give a small piece of land to the PC most interested in becoming a knight.
It went from there as a minor landed family they tracked bandits stealing their horses, brought to justice a rapist in their main serf village and other affairs of state.
From here one of the players decided to go to Oldtown and become a man of faith while the others were swallowed up in a minor war between the Stormlords and the Westerlands.
Honouring themselves on the field of battle they were granted the lands of Lord Westerling whose whole line they had slain. Two decided to swear fealty to House Lannister but keeping close friends in the Stormlands.
Those two players stayed in the Westerlands to manage their new lands while the other two went back to their hall in the Stormlands creating a separate line with in a once unified house.
I kept them occupied with a tourney, some more bandits and a usurper plot by a lesser known branch of the Westerlings until their old characters were retired and they started anew with the next generation of their house.
That's when Roberts Rebellion started and I just followed the storyline from the books (with modifications) letting the players choose their sides and navigate their way through the war.
It worked pretty well. Next I think I'll try a campaign where the players are apart of a lesser branch of the ruined house in exile somewhere in the woods of the Riverlands, protecting the small folk from a tyrant Tully.
Or perhaps a group of hedge knights and their entourage, travelling the tourney circuit and dealing with the intrigue a tourney tends to brew.