After spending thousands of pages developing Rob Stark and building his power base, Martin kills him off suddenly without letting him accomplish anything.
This gave you some sort of fulfillment, and felt to me like some kind con job. If the character is nothing but a comparatively minor death in the series, why spend so much time developing him? Couldn't he just have talked a little bit about Rob's super awesome rebellion and then got it cut down later without wasting our time with it?
My biggest problem is that he doesn't have Jordan's gift for focusing on a single, overarching goal - to you its Martin telling a story about a bunch of realistic people who live dangerous lives and who all die terrible deaths in a time of war. To me, its like one of those shitty soaps on daytime television, with no real point after all the massive drama and huge character casts.
Throughout Jordan's books, you can see each of the characters developing their powerbases, finding allies and enemies, making a difference and moving towards the final epic confrontation of good and evil in Tarmon Gai'don.
To contrast it with Martin's books, which have at least 20 different major storylines, many of which get cut off abruptly with no real point and no real sense of fulfillment or climax or resolution, and then throughout the book there's the threat from the evil power-hungry house Lannister, the threat from various other corrupt, stupid, spoiled noble factions, the threat from the evil primitive savage ice-people army from past the northern wall, the threat from the strangers or whatever the fuck is pushing the ice-people army over the wall, the dragonlady's return with some kind of mongol horde variant and devil-mages, and more. I'm left wondering what the point of it all is. If he's trying to say that particular nation-state is fucked up beyond all recognition, he succeeded. Aside from that, I don't find anything really important that stays with me at all.