I've been watching GoT from the beginning again in the lead-up to seeing the final season next month.
Apart from the 'anyone can die' principle, the thing that really stands out is the refusal to give viewers any satisfaction around punishment for the characters we love to hate. Theon betrays the Starks and ends up paying a terrible price, but at the hands of another faction who've betrayed the Starks. Joffrey is murdered, but not by any of the large number of characters with good reason to hate him. Craster is murdered by men very nearly as unpleasant as he is. I've not seen a show that did this to anything this extent.