Spoilers for the latest episode to follow:
I don't want to come off as too harshly critical. It was a stunning accomplishment, the battle episode. Very high quality, very well made. Some terrific shots. I loved everything that happened atop the wall, especially, and with the giants. The score was impressive. And unlike the Blackwater, it was very easy to understand what was happening at all times.
In all other ways, however, I would say the Blackwater battle was superior. I think it mostly comes down to character and plotting. I know who Grenn, Edd, and Pyp are because I read the books. Here, we basically only know them because they have had lines now and then. The deaths of some of these people didn't have much emotional weight, given that they aren't fleshed out characters whatsoever. Even Ygritte has been reduced to basically nothing this season, since they've barely shown her. The Blackwater, in contrast, had real stakes for tons of consequential and well-defined characters, so it was ultimately more gripping. Also, it made more narrative sense and told a complete story. The Wall battle was essentially just a battle, and nothing is resolved by the end. Since the writers decided to condense this story to one episode, I really, really thought they were going to wrap the whole thing up. I was annoyed that a certain arrival did not take place, because it seems like this will delay certain events I was looking forward to seeing until the next season. That's fairly grating, given the mega time waste that was Craster's Keep this season.
Also, Jon deciding to confront Manse by himself makes a lot less sense than Thorne pressuring him to do it, as happened in the books. Oh well.