Plenty of other directions. Literally, the storyline could go anywhere.
To clarify, I haven't read the books fully yet. I started watching the show, and only recently started reading the series. I'm about a third of the way through them all so all my thoughts are what I see from the show up until I've read upto. (I'm really enjoying the books, and wish I'd have read them before the show was made)
The thing with GoT , up to that point was there was no 'hero'. There were good guys (The Starks for example) and bad guys (Lannisters for example). As you can see by the 'good guys' where 'heros' typically come from, they are expendable - Ned is the best example of this.
I guess I liked the early seasons because people were expendable. No matter how big a 'hero' the character was built to be. Good guys died. Bad guys died. No one was really safe, and at any moment it felt like anyone could die (well, to someone who hadn't read the books), Now it feels like Jon in particular is untouchable. He's the ultimate do-gooder and it just grates me.
THAT BEING SAID. Before I get blasted, as I appreciate that I'm probably the only one here which feels that way, THAT BEING SAID, I am still enjoying the series immensely and rate it as my favorite current TV show. I'm allowed to not like a particular character, I'm not knocking the show whatsoever, I will tune in to the finale, and by god I'll watch the next season.