I've got to join the GoT talk!
The one predictable death I have no problem with is Melisandre because she did out of choice. In her case, and only in her case, there is an in-universe reason why she died when she had no more part to play. She's arguably the one amazing character who made it until late in the show and never got worse.
I personally find it a bit frustrating that there is never any point where she really faces the fact that she was wrong and that her being wrong caused thousands of deaths. But she's not a major character, so it's not such a big deal. I would have liked her to actually do something in between resurrecting Jon Snow and showing up for the fight at Winterfell, like recruiting an army of R'hollor followers from Volantis.
I'm also disappointed that no important character ever gets killed by a nameless soldier during war. Another missed opportunity, and this criticism may even extend to the books.
Although I think the red wedding is probably the single greatest scene of the show That had to have been the moment where everyone felt like they were watching something real, something that didn't take place in the alternate universe of story writing, something that wasn't fair, something that wasn't predictable.
I'm not sure that it's fair to criticize stories for taking place in an alternate universe of storytelling. Telling stories is always about relating the exceptional. I might tell you about that time I found a 50 dollar bill in a pair of pants that I bought; I won't tell you about the other hundreds of times where that didn't happen. If you relate a story about some characters then it is expected from a reader that there is a reason why that story should be told. It could have been part of the story that Robb Stark catches tuberculosis and dies while campaigning; that would have been realistic, it's not fair and not predictable. But it doesn't make it a good story.
The reason the Red Wedding works (in my opinion) is because you can see it coming, theoretically. That is, if you look back at the text after it happened, you realize that you should have seen it coming. It makes sense within the plot and character arcs involved. It would have been worse if, say, there was no prior history of Robb refusing the marriage, and the Lannisters just happened to get the Freys on their side via some other means that isn't revealed until after the betrayal happens.
But maybe this depends on taste also. There is a certain divide, for instance, within the role-playing community. There are people who would like for the experience to feel very real, to the point where the player characters might randomly catch deadly diseases or stumble and break their neck if they have bad rolls. There are others who are mainly after a "good story" (I imagine that simulationists would also say that they want a good story); if a character finds themselves in a deadly situation, that should be due to their bad or heroic decisions that lead them to this point. Of course many fall somewhere in the middle.