I've read the books and am awaiting season 3 to come out on Netflix - I don't watch TV. Even though the director for the show is excellent, he cannot possibly reproduce the depth of background and internal dialogues present in the novels (simply because it would take too much time). The world portrayed by author George. R. R. Martin is extraordinarily complex, dark, and revolting with little to redeem it except the struggles of the characters who are enmeshed in the saga. Slavery is rampant, women are treated worse than animals, the commoners (non-nobility) are downtrodden, poverty-stricken, and have little hope of accomplishing anything meaningful with their lives. The nobility are, for the most part, power mad, money grubbing, amoral, creeps.
Even though the Cleganes (whose emblem is a dog) brothers are really horrid people, I find myself liking Sandor Clegane because of the choices he makes. He is restricted, as is everyone in his society, as to what he can do, but he manages to turn his bizarre and pitiful life into a poignant example of how perseverance and character can defy circumstances that would overcome a person with less fortitude and stamina, even when such defiance exacts enormous physical and emotional prices.