Danys whole freeing the slaves bit is just as annoying on TV as it is in the books.
Really not understanding the Theon angle.
Lots and lots of foreshadowing in last nights episode.
Really not understanding people not understanding the Theon angle.
In the books we learned what happened to Theon after the fact. In the show - they are simply filling in the blanks - i.e. all of this happened to Theon in the books during this time frame. For a non-bookreader - I could understand why it might be tough to bring an actor back after a few seasons, only he is playing a completely broken character.
Maybe it could have been interesting to introduce Reek in Season 5 or 6 and have the audience try to guess who he is - but this is also a reasonable approach. I'll assume that the torture will be complete this season, and next season, he'll spend his time as Reek, completely subservient.