Joffrey Baratheon: The Lannisters aren’t exactly “winning” the war for the throne taking place beyond the city’s gates, but Joffrey is still the King of the Seven Kingdoms. As for how to deal with those pesky incest rumors — he might play coy with Cersei, but Joffrey’s no fool, sending his men to slaughter all of Robert’s bastards.
Tyrion Lannister: The fact that he’s been sent to the King’s Landing by his father to keep Joffrey under control (and clean up Cersei’s mess) has added a noticeable spring to Tyrion’s step. The mindgames and manipulation that rule the capital play to his strengths; as long as he can keep his prostitute Shae hidden from his sister, things should go well for him here.
Sansa Stark: Yes, her life as a highborn captive sucks, but she does manage to save a man’s life in this episode.
Robb Stark: He might be new to this whole war thing, but Robb has won all three battles that he has fought, dragging his captive Jaime Lannister along for the ride. He’s obviously feeling confident, dictating crazy terms for peace to Alton Lannister to deliver to the King’s Landing, and warning him that if his requests (which include independence for the north) are not met, he plans to “litter the south with the Lannister dead.”
Stannis Baratheon: The late king Robert’s younger brother (and older brother of Renly Baratheon, who you’ll remember fled the King’s Landing to amass an army) learned of Joffrey’s incestuous parentage from Ned Stark. Now he’s boldly claiming that the Iron Throne is his by right of blood and birth, and sending ravens that reveal the truth about Cersei and Jamie to all of the high lords of Westeros. “Joffrey, Renly, Robb Stark — they’re all thieves,” he tells his adviser Davos. “They’ll bend the knee or I’ll destroy them.”
Melisandre: Everyone at Dragonstone is all about the newly-imported Lord of Light these days, thanks to this comely young priestess, so much so that they’re burning the statues of the Seven, the gods that they’ve worshipped for generations.
Cersei Lannister: Tyrion sums things up best when he tells his older sister, “You did nothing when your son called for Ned Stark’s head. Now the entire north has risen up against us… That bit of theater will haunt our family for a generation… We had three Starks to trade. You chopped one’s head off, and let another escape. Father would be furious. It must be hard for you to be the disappointing child.” Later in the episode, Cersei loses control and slaps Joffrey after he asks if his father “fucked other women” when he grew tired of her.
Jon Snow: Not a fan of the whole daughters-as-wives thing going on at Craster’s Keep or being called a “southerner” by Craster himself, Snow acts out, and gets himself a serious talking to from the Lord Commander who tells him that he if wants to lead one day, he needs to “learn how to follow.” We also find out that all of the wildlings have ventured north to join up with Mance Rayder, a Night’s Watch deserter who calls himself the King-beyond-the-Wall. This doesn’t bode well, as there’s only one way they could be marching.
Catelyn Stark: All she wants to do is return to Bran and Rickon at Winterfell, but it turns out that Robb has different plans for his mother. He’s sending her to negotiate with Renly, who has assembled an army of 100,000. “If Renly sides with us, we’ll outnumber them to two to one,” he explains. “When they feel the jaws beginning to shut, they’ll sue for peace. We’ll get the girls back, and we’ll all go home for good.”
Jaime Lannister: Three words: Grey Wind’s breath.
Bran Stark: As acting Lord of Winterfell, Bran appears to be in greater danger of being bored by the complaints of his subjects than anything else. He’s also still having those freaky dreams in which he becomes his direwolf, Summer.
Daenerys Targaryen: Let’s just put it this way: When you’re wandering through a never ending stretch of hell known as the Red Waste, and the once beautiful horse that your late husband gave you on your wedding day drops dead from exhaustion, you may have hit rock bottom. Also, Dany better figure out what those baby dragons like to eat fast, because they sound pretty hungry to us.
Maester Cressen: He tries to poison Melisandre, but ends up offing himself instead.