I'm a book reader, so the ending was not a surprise to me (although it's changed somewhat from what happened in the books). Still terrible, though - as soon as Helaena said she was scared of the rats, I knew what was coming. I think the show handled it as best they could - the sound effects were bad enough, no reason to traumatize little actors by making it any more graphic. I'm not sure of the significance of the difference with Alicent's location - in the book, she was in the room and was tied up and forced to watch. The main thing about where she was here is that presumably, Cole dismissed a lot of guards so he could hide what they were doing, which led to no protection for Helaena and the children. There SHOULD be severe consequences for that, but Cole seems impervious to those, heh.
Daemon was also a bit different as he DID say specifically he wanted Aemond dead (in the book, he reportedly just says "a young prince"). Of course, we don't know his exact response when he was asked what if they couldn't find Aemond.
It was nice to finally see a Stark! Also interesting that as of 150 or so years before GoT started, men weren't solely forced to the Wall if they broke the law or were bastards or something like that - they drew stones and men from each House were sent to the Watch. I hope we get to see more of Lord Cregan. And it was cool to see that he had Ice (the sword, Ned's sword in S1 of GoT).
I thought Emma did a great job - it speaks that they only had one line but still made such an impact on the episode. The scene between Rhaneyra and Jace was especially well done.
For all the online fuss over Aemond, I think the actor who plays Aegon is much more compelling and has more of a Matt Smith-esque charisma (but Aegon is still terrible even among this conscience-free gang and they can't make me forget he's a serial rapist).
Still generally Team Black, particularly given my hatred of Cole. But Blood and Cheese (the book name for the death of Aegon's heir) was terrible and there's no excuse for it.
