One of the things I've always liked about ASIAF is that characters aren't lumped together into little groups. They're their own people who do what they feel. And relatively minor characters become suddenly extremely important in a flash as a result, such as Robb not having much bearing on the plot all through Game of Thrones and then suddenly being a major focus as the book ticked to its end, completely seamlessly.
It also makes things less cut and dry. I don't want to spoil anything for people who are watching the show but haven't really followed the book, but Prince Joffrey is powerfully hated by two separate characters (presumably by the end of this season), who both strongly feel he should die a terrible death. In many fantasy stories, this would be a fairly simple "JUSTICE MUST BE DONE! I WILL HAVE SATISFACTION!" thread. In this case, you want both characters to get the satisfaction of getting their revenge, and since they are miles apart at any given time, you're somewhat torn by the fact that a joint effort is unlikely. If either of them pull it off at all.
/gush
Sansa and Sandor Clegane never really seemed like a woven plot pair, though. Undeniably, Sandor gets more development through Sansa than most anyone else, but Sansa's reaction to him never really changes from "Oh god oh god oh god". Sansa spends a lot of the books being bounced around a multitude of people without really developing a strong relationship with them, though.