Ned's death was just as shocking when I read the book for the first time as it was for all of you watching the show, but I got over it and kept reading and I'm sure as hell glad I did. In fact, I'd say it was worse for book readers because we knew the character to a greater degree than on the show, having access to his inner thoughts and more of his backstory. I love the fact that the author flipped the fantasy convention of "good triumphs over evil" on its head. Did it piss me off at first? Sure. But I'd rather be challenged by the books I read and the shows I watch than to tread the cliched, comfortable path all the time.
Honestly, I think HBO Ned is one of the show's least interesting characters. I wonder how much of the love is due to the fact that he's played by Sean Bean? As a character, HBO Ned is pretty much one-note, so strict and rigid in his beliefs and attitude that he gets himself killed. Tyrion is far more interesting and shouldn't be lumped in with the "evil Lannisters". Hell, I've had more fun watching Arya than any scene with Ned. What is it about Ned that makes him the deciding factor on whether or not to continue watching?
I guess if viewers are looking for instant gratification in this show, then you'll be disappointed. This is a 7 book series, which each book as long as the entirety of Lord of the Rings. This is a long journey and it gets a hell of a lot better, so don't give up yet. The scope of the narrative is going to broaden immensely and there will be much more to focus on than the lack of revenge in King's Landing. You'll forget all about Sean Bean once the story really blows up.