“Where nature is bent on new beginning, death has not a chance of winning.” - Rose Cole
Every character in "Game of Thrones" is a subplot unto themselves because everyone has a distinctly different agenda: Some hidden, others not. It's ultimately what separates the story from almost (stress "almost") anything else on television. Most shows lack that attribute to keep things fresh and the stakes high and that's where they ultimately fail in my opinion.
Also, it's important to know when to end the tale. And during it's current fifth season you can sense the pieces for the endgame being set up for the first time ever. It'll be interesting to see it all culminate in 2017.