In the final scene of 'Two Swords', Arya and The Hound don't exactly leave the area as a duo. The Hound is badly wounded and in a state where Arya considers killing him, and he encourages her to do it. She declines and leaves him to die. They may still incorporate this into the show later (well they kind of have to) so it might not be a big thing.
Also with Jon Snow. He has his trial etc after the battle with the Wildlings and is then sent to kill Mance Rayder to prove he isn't a turncloak. I think Jon's scenes they struggle with because a lot of his chapters are his thoughts - they did make a bit of a mess of Qhorin Halfhand though.
Again, this stuff is probably easy enough to get around, but certain things I worry could differentiate from the book too much e.g. The Red Wedding and Robb's wife.