I think they blew the House of the Undying. I need to watch the episode again - I was away in Austin and only had a chance to catch it last night after a long day of travel, so my brain may have been not working well - but my impression on first viewing was that the spooky, surreal freakiness of the book was turned into a fairly standard dream sequence in the show. Dany's time in the House of the Undying was one of my favorite parts of A Clash of Kings because it's so radically different from everything else in the book.
The finale in general was middle-ground material for me; some of it was pretty good, some of it kind of bad, none of it fully great. I liked Tywin's horse shitting in the throne room and I liked that the White Walkers are revealed to have huge noses (I have lately been lamenting the fact that FX designers have decided all creatures must have small or non-existent noses. I like big, weird noses on monsters). I liked Arya's last scene with Jaqen. And I liked the reveal of Xaro Xhoan Daxos' vault, and the way that Dany deals with it - even if it is a MAJOR change from the book. I do wish that the season had given Dany more time so that her arc wouldn't have been jammed into a few minutes this week.
But other stuff didn't quite work for me. I don't know that the Jon Snow story plays well as it's shot. The Stannis/Melisandre scene was actually terrible. And while Theon's speech - and its finale - were GREAT, the show's trademark 'skipping the action' aspect makes the burning of Winterfell seem sort of confusing. It's hard for me to be objective, as I've read the books, but as presented on the show I don't know how anyone really could understand what happened there.
I'm ready for season three, though. After this season I'm all for stretching A Storm of Swords into twenty hours; ten hours simply was not enough for Clash of Kings. The show too often was just scenes of people standing around telling each other plot points, and while the scope of the series increased this element made everything feel tiny to me. Giving the story some breathing room will allow more scenes of people doing, not simply saying what they did.
So what did you think? Did the second season work for you? Did the finale leave you hungry for more?