Martin shocks you with just how brutal his world is. He has often said that he wanted his readers to understand that he is playing for keeps, and he accomplishes that. I've never gotten the feeling that certain characters are safe, even though you figure Jon, Dany, Bran, Arya, etc aren't going to get it you still don't know. To me, this is one of the best parts of that series. When you pick up a book in this series you have to wonder who is going to live and die, and you don't really know. Not to throw stones at WoT but I've never had that feeling in those books. The one major character Jordan killed off didn't really die and will be back soon.
I'm kind of mixed in my feelings about this. On one hand I like this series so much I would really like to see it in live action format. It would be great to see some of these great moments like the Red Wedding, the Battle of Blackwater, the sack of Winterfell, etc. On the other hand it is going to be difficult. There are so many characters, so many houses, and so much going on which will make it tough on the audience. Also, the whole story is told from first person POV, in which one of the key elements is seeing the world through the various biased viewpoints. We initially see some characters as purely evil and later learn that not everything is as it seems and our initial judgement of them was because that was what the POV character saw and thought. I do hope it happens and if anyone can pull this off it is HBO, but I also have reservations as well. One thing I hope is that the SoIaF fanboys are more mature than the LoTR fanboys were and gives this thing a fair shot. So many of the true hardcore Tolkien fanatics didn't even give the movies a chance before blasting them. People are still bitching about no Tom in Fellowship.