Of course, Arya and Tywin never meet, they're showing him a bit nicer than he's portrayed in the books. Also, the Arya storyline is similar but pretty different, many events are taking place in different places. Also, the kills she's choosing were different than the book. Originally in the book she started out as a general sort of cleaner/servant and she had the guy in charge over her killed. I'm betting that the third kill is the same as the book though (when she realizes she can actually do something important with her choice).
Then there's Jon with Ygrette, in the book he lets her go shortly afterwards and they didn't spend that much time together (initially).
And again, Littlefinger hardly has any part in the book, so any stuff with him is added.
The stuff with Robb didn't happen either, looks like the Volantis girl is taking the place of another character. Also, I think they should have stopped at Riverrun by now, I think Catelyn went from Renly's camp directly to Riverrun with Briene and then Jaime was locked up there.
And again the stuff with Danaerys at the end didn't happen, but I'm guessing this will still lead to her going to the House of the Undying. She also was much wiser and less arrogant in the book.
As for the stuff with Theon---Rodrick isn't killed that way, he arrives with about 1,000 northerners to take back Winterfell and then is killed later. Also, all the decisions Theon is making are his own, he never intended to help Robb, his whole intention of going to speak to his father was to turn against Robb. He's a total _______ so they're showing him a bit nicer than in the book as well.
Also, with Osha (the wilding woman) looks like she's taking the place of the characters Jojen and Meera, who have dreams of Bran (like the one with the ocean flooding Winterfell). Since they're making her more important that probably explains why they chose a better actress for the part, since in the book Osha disappears shortly after this.