In no particular order outside of #1:
Catelyn. I mean looking at it objectively, I guess they didn't give her nearly as much in season three as they could have, and the addition of that "love a motherless child" scene was not so good... but at the same time, it's the show that made me love her and that turned her into my favorite character, so I'd have to say that she was translated well, yeah. Doesn't have all the depth of the books but it's hard for me to criticize when I first loved her via the show. Michelle Fairley was excellent as Catelyn, and her performance in the Red Wedding was so horribly gut-wrenching and perfect. So she's older than Catelyn, whatever, I don't care with that insane performance.
Tywin. For the most part, show Tywin is even better than book Tywin... but I'm still coping with what they did to his death. I don't know. I think I like TV Tywin more as a character but book Tywin's story more. Basically if you take his extra content in the show and the fucking amazing performance of Charles Dance (which is pretty much unilaterally adored here; when it first came out that we'd see him next season, I remember comments about how even portraying Tywin's corpse he'd still probably give the best performance of the season), but then the dialogue from his death in the books.. that's the ideal Tywin Lannister.
Wyman Manderly. I choose to believe that they will include him. I have to believe it.
Theon. I agree with OP that this season will make or break his character. Alfie Allen is absolutely fucking incredible, though. Alfie, Michelle, Charles, Maisie, Nikolaj would be my holy quintet of the absolute best god-tier actors on this show. (With very, very many others that I think are incredible as well; those five just stand out even more.) Up to this point, I think they have done a pretty fine job with him, but obviously this next season is very important in seeing whether he could match or surpass the book version.
Jaime. Let's.. Let's just say Nikolaj may be the absolute best casting choice and leave it at that. Michelle may have my single favorite performance, and Charles may be the actor I enjoy the most, but Nikolaj is the one who is absolutely the best and most faithful to the books; he fucking is Jaime Lannister. When I first went back and began to read through the books after having watched the show.. I was just amazed at how everything about him felt like I was actually reading a description of Nikolaj. They did a phenomenal job casting him. A perfect job, I cannot imagine another human being more suited to that role, it is a perfect match. Outside of Nikolaj being great... they could do better.