Maybe I'm tainted because I read the books, but it seemed overly apparent to me that the protagonist house of the series that you're supposed to cheer for is the Starks. They're the good guys in the book, and I felt they were portrayed well in the series, with the Lannisters (minus Tyrion) being the "Evil" house. Having talked to my friends (who haven't read the books) about this series, they were rooting for the Starks and were very surprised and pissed at Ned's storyline, so I'm not sure why you didn't feel like there was a house you should cheer for