And this set-up finale episode wasn't particularly successful at making me hyped for the next season.

The first season finale did an excellent job: the "King of the North!" scene, Tywin sends Tyrion to King's Landing, the Night's Watch heads off to go beyond the Wall, Dany gives "birth" to her dragons, etc.

The second season did not a particularly good job. The only thing's that worked well was the stuff with Theon, Joffrey and Margery getting engaged, the appearance of Khal Drogo, and the march of the Others.

This episode worked better than the second, but not nearly as well as the first. I liked the Roose/Frey scene, the stuff with Sansa and Tyrion, Tyrion and Tywin, Arya and the Hound, and Jon Snow. However, I don't really care about Yara going to save Theon. Jamie returning to King's Landing oddly fell flat. Stannis deciding to disengage from the War of the Five Kings was anti-climatic. The lack of the Tyrells felt all wrong, especially considering how important they'd been to the season. And Dany crowd-surfing was an uninspiring way to end the season (though I was fine with her speech).

If they want to keep using these final episodes as "set-ups", then that's cool. But if the emphasis isn't going to be on advancing the plot through action, they've got to be more consistent in their execution.