I totally understand complaints about the show having become 'too slow', even though it's not that it's 'too slow' insomuch as it is 'too directionless' at the moment. But I think that that's what people mean when they say 'too slow'.
Season 1 had a clear narrative: The mystery of the death of the Hand, and the Starks journey to King's Landing and how they would fare. Would Ned succeed at overthrowing the incestuous Lannisters? That was the question. Most scenes moved this story on. The only truly isolated arc was Dany's.
Season 2 had a clear narrative: The fallout from Ned and Robert's deaths and the impending War of 5 Kings. That was something we knew would happen and almost every scene built towards it. The only truly isolated arc was Dany's. The wall stuff is now a bit isolated but we can still see how it would affect the realm.
Season 3 had a clear narrative: After Renly's death and Stannis's defeat, the Lannisters start to turn the tide against Robb. (And Robb's war still has a clear narrative thread through to season 1, as he continues his father's quest as it were.) The Tyrells are introduced as a rival to the Lannisters to keep things moving. Things are building up to a final battle or confrontation between the Lannisters and Starks, one that would shock people when it was subverted.
Season 4 is where thing started to get split up a lot: With Robb defeated, many characters were scattered to the wind and the idea of some central unifying plot that you could attach to was largely lost. The writers were very successful with introducing Oberyn and making his story one of the central ones of the season, with a full conclusion to his character's arc. Also, we are looking foward to a huge battle on the wall from the start of the season. Between Oberyn and the Wall, there are at least two 'big' storylines to follow.
As for Season 5, what is the focus of this show at the moment? The truth is that there isn't one. We're following these characters because we still care about them, but there doesn't seem to be anything of any major, world-affecting importance about to happen, and the characters are all wildly separated and disparate. The fate of Arya Stark, for example, has absolutely no bearing on Westeros at this moment in time, and yet the show is devoting her considerable minutes.
Most seasons you could say 'I can't wait until "x" happens', but in this season it feels like a full reset of the board.
I have no problem with watching character based episodes but the purpose of the narrative appears to have been lost for the moment. I have no idea where they're going with it right now.
