Dinklage is good as Tyrion but he's far from the best of the cast. It doesn't help that he shares screentime with Charles Dance, Lena Headey and the underrated Jack Gleeson, who give more nuanced performances. I'm not big on Dinklage's Tyrion accent, I think Roy Dotrice's in the audio books is much more appropriate.
The only actor in the show I find genuinely terrible is whoever plays Shae, I sometimes feel the need to skip scenes she's in. The rest of the cast are all good, and for the most part well suited for their book counterparts. The Roose and Ramsay casting choices don't resemble their character in the books at all, yet were still very charismatic and interesting in their roles.