During the first two books of the series I took a very linear "Hell yeah Starks!" and "Boo Lannisters!" approach. But over the course of the third book and through the fourth and fifth, I've come to think the Lannisters are entirely logical, practical and strong people, with the exception of Cersei. Sure, they may be selfish, but who isn't when they already fund half the realm? Then you've got Jamie evolving through this whole period of disruption (seriously, losing your hand? To a piece of shit like Vargo?) and becoming the better for it. Tywin had a badass vision for his family; to never fall into obscurity, to become powerful and rule, because honestly they had the resources to.
Martin put some real ass strife into inter-family conflict within the Lannisters. Cersei fucked the family by being psychotic and short-minded. Jamie's severed hand cost himself and the family not only a military advantage, but an advantage of image. Who wants to be ruled by a man with no main sword hand? Unless Jamie becomes just as good a fighter with his left, people will never view him the same. And Tyrion, the most cunning, aware, and knowledgeable of them all, was disowned by his father and thought to have killed his own mom. So pretty much, they're a powerful, dysfunctional, failing from the inside family.
The Starks were an equally powerful family in their region of Westeros, but were screwed from the outside world. Its a cool contrast seeing these two families fall apart from different circumstances.
The Targaryens also changed for me, at first I thought they were all just nuts. Inbreeding, history of madness, thats really all you know for the first few novels. But then the history is fleshed out a little more and they become a lot more interesting, enough to make me want to root for Danerys much more. She seems to have the only key to stopping the incoming invasion of the Others too, so house Targaryen has as a whole more interesting characters to me.