I'm sure there are some who believe that not much happened last night's episode compared to the previous two, but, in terms of the character interactions, quite a lot was done to advance the overall story forward and further establish the characters. To me, the highlights were, in no particular order:
The scene with Melisandre, Thoros, and Beric, as it highlights just how, despite belonging to the same religion, how vastly different their views on the Lord of Light really is. Likewise, I enjoyed Melisandre's reaction towards Arya and the later willingness to boldly call her out on her BS.
Another was, of course, the scene with Tywin and Lady Olenna. Great dialogue and acting from both Charles Dance and Diana Rigg, showing just how evenly matched these two family elders really are.
And finally the scene with Varys and Littlefinger, not only because of Littlefinger's "Chaos is a ladder" speech which was very fitting, but also his reveal that [blackout]had Ros killed by Joffrey[/blackout] which I certainly didn't foresee. As was [blackout]Cersei revealing to Tyrion that it was Joffrey, not her, that tried to have Tyrion killed during Blackwater[/blackout] which, in hindsight, actually makes far more sense that what Tyrion initially believed.
The other stuff was good too, but those were the highlights for me personally.