Possible story spoilers! Read on at your own risk!
Huh. I question their classification of Danerys Targaryen as a villain. Sure, her ultimate goal is to conquer Westeros, but... she's one of the more upstanding characters overall; quite different from either her father or brother. She's sort of the Iron Woobie Mary Sue of the series, and my personal view on the story is that it will end with her (and Tyrion, and Jon Snow) versus the Others. (And, following that, the second reign of the Targaryen house)
Contrary to the hype, George R R Martin does include a variety of unambiguously good-hearted characters. Most obviously, Ned and Robb Stark are both trying to do the right thing; I'd also classify Tyrion Lannister, Jon Snow, Brienne, Danerys, and a number of the minor lords from Stark's original domain as "good guys." There are also a number of unambiguously bad characters: Cersei, Tywin, Viserys, Joffrey, and pretty much everyone from the Iron Islands have essentially no redeeming qualities. Sure, we see things from their points of view at times - but there's no question that those points of view are evil from an objective standpoint. Then there are the complex characters: Jaime, Catelyn (if you include both living and zombie Catelyn as the same character), Sansa and Arya, Petyr Baelish, ...pretty much every other major character.
It's a complex series, but it's not all "shades of gray." At least, not until George finishes the next book, at which point who knows what'll have changed?
