I was looking at a lot of the bashing of the books on the main ASoIaF forum, and most of it seemed to revolve around people thinking some characters were stereotypes (Sam's a good example, other than being fat he's the typical Fantasy hero who thinks he isn't) and whining about the author's tricks making you think a character is dead and then bringing them back.
I remember thinking earlier on when I was reading the books that Cersei was very "stock" (she was eventually fleshed out though), but then I thought: you know what? Some people just ARE stereotypes. And sure, everyone has depth, but not necessarily depth that it's possible for anyone else to see. I don't really think Martin dropped the ball on any characters, if he made everyone too perfectly grey then that itself would become tiring and stereotypical, and flat out unrealistic.
But yes, some characters he certainly hit the ball out of the park on, Arya and Tyrion being obvious ones, but Jon's great too, he reminds me of me at that age (not bragging, just that unflinching sense of honour (now, by sense of honour, I mean the belief that honour is important, and having the right definition of honour, not necessarily following it all the time...) and pragmatism, willingness to be the bad guy if it's the right thing).