I prefer Season 2 immensely to SEason 1. However, I admit it's because I like the individual stories better. Arya has a lot more to do this year than last. As does Tyrion. As does Sansa. As does Theon. Really, the only character I feel who got shafted in S2 was Dany.
The first season does make a more coherent whole I think, because there were fewer subplots. But I think the storylines are immensely more interesting, even if it is a bit overly-convoluted, in S2.
But if your gripe is there aren't enough heroes in this story (your favorite characters being Ned, Robb and Jon kind of indicates that), you better buckle up. This isn't a story about good vs. evil. There are likable and detestable people on both sides and in every house. If you want this to be about the Starks simply slaughtering the Lannisters and going home after a few episodes....that's not this show.
This story asks you to look at all the factions and characters separately and politically. Strict morality ends you where it did Ned Stark. Keep that in mind.