I actually did. Great development for both Sansa and Cersei (we learn a lot about the latter and her motivations IMO). My one complaint is I do not feel like they sufficiently explained why Sansa did not go with the Hound. I personally felt like it was because she realized that she can be a symbol of inspiration and hope to others in her position (as she was when she was praying with the other girls and speaking to them). But someone else suggested to me it was simply because she fears the Hound. Either is plausible, IMO.
Tyrion leading his charge was awesome. He has in a weird way become the most honorable character on the show. But yeah, it was easily the best episode of the show's run.
I disagree. I think it is a huge issue. Any time I start to invest in a story line or care for a character, I am pulled away. It makes it very hard to bond with characters like Jon and Dany who are already so far removed from everything else.