For me, I don't understand the importance of showing the maiming of Theon Greyjoy. I feel it's gratuitous. And, from what I understand about the medieval era, this kind of behavior would be frowned up on. It's one thing to do this to a peasant - who cares about a peasant - and another thing to do it to a noble.
I am becoming less and less interested with watching Game of Thrones, and this is one of the biggest reasons why.
My girlfriend and I would normally make a date out of watching GoT, we'd generally skip over the unnecessary sex scenes (ie ones that aren't sexposition) but recently the show has taken a turn for the ridiculous with scenes like Tyrion's squire in the whorehouse, Joffrey killing the whore with his crossbow, and lately the torture scenes for Theon.
The gratuitous and exploitative sex scenes upset my girlfriend and the torture scenes upset us both to the point where we are done watching this show until I can find a censored version that removes both the sex and the torture.