No Val, no baby, Mance didn't fight, Gregor didn't seem to be in pain; Cersei and Jaime, for some reason, seem to have gotten each other's scripts for mistake; Jojen is dead, thanks for letting us know that he won't be important in the books; no falling out between the Lannisters brothers, no Tysha and, worst of all, no LADY STONEHEART?
Lady Stoneheart has been a complete waste in the books thus far, so all we've missed is the initial shock value. And we may get that at some point next season anyway.
As I said, I don't think the Tysha thing would have really worked in the show. It's been a long time since she was mentioned (the story was told all the way back in what, Season 1? How many times have we heard her name since then?) and the couple of scenes were rightly focused on the Tyrion-Shae conclusion, and then about Tyrion and Tywin's relationship. Tyrion's final words make it clear that Tyrion is killing him for more than just what he did to Tysha; this is about a lifetime of mistreatment and abuse, followed by, you know, Tywin trying to kill Tyrion (as he admits, pretty much his whole life). Besides that, since Shae and Tyrion actually loved each other in the show, the shock of finding her in Tywin's bed is enough to send him down that hallway.
As for Jojen, it's not a valid complaint for him to die and betray that he won't be important in the books, but I think the larger issue is that Bran's trek just hasn't been all that interesting in the show, and consequently we don't really care all that much about Jojen. Not that I really care about him in the books, either.
We may see Val next season. It makes more sense to hire an actress for a season starting next year if they are going to do that subplot.