Yep. While they drop the ball a bit on some, other characters in situations they handle better than the book. As everyone else has already talked about, they reveal Theon's internal conflict and regret much better than the books. I always thought he was somewhat of a sympathetic character, probably because I can empathize with him better than some others, but the show made it really hit home on what he was going through. It's so easy to shyt on him and his decision, but that's mainly because most of us, both readers and viewers, saw the Stark's as the protaganist/good guys with that first season/book. So in a sense it felt like he betrayed us as fans, since we were pulling for the Starks' to succeed. In reality (for a fictional piece of work at least) he had one of the hardest decisions to make in the entire series. They humanized him a lot earlier in the show than they did in the book, where he was just a bit of a cocky a$$hole, then he was Reek, and it wasn't until after he was Reek for a while when most folks were like,
"I don't like this bytchass nikka, but that's pretty fukked up. Y'all going a lil too far." Great job by the show writers and the actor playing Theon.