Unlike True Blood, which had a lot of sex without a connection to character development, I think most of the sex and nudity shown on GoT serves some purpose:
>> Tyrion Lannister "tinkering" with the whores in Winterfell shows that despite that fact that he is an "imp", he can still be a real man when dealing with women. He isn't a caricature of a man.
>> Viserys Targaryen touching his naked teenage sister Daenerys, shows that he is treating her like a piece of property, just a means to get the "savage" army to reclaim the his throne.
>> Daenerys' sex scenes with Drogo. First scene: You can see how frightened and hurt she is in her wedding night. Second scene, still she is "claimed" by Drogo, but now her eyes are fixating the dragon eggs as a sign of the "goal to reclaim the throne". The third time, they have eye contact and Daenerys takes control over the situation.
There are a few more and I never had the feeling they are just there to show boobs and people moaning.
I am looking forward to see how Arya will grow up. Will she be able to follow the "warrior's way"? Will Jon Snow be a great leader? How will Ned Stark handle all the intrigue in King's Landing? How will Daenerys be able to influence the horse lords?
And Peter Dinklage needs more screen time as Tyrion. He is my favourite character so far.