We're not done yet by any means. Roles still to be filled for the pilot include Bran, Jory, Hullen, Jeyne Poole, Septa Mordane, Maester Luwin, Ser Rodrik, Grand Maester Pycelle, Khal Drogo, Magister Illyrio, and the threesome from the prologue, Gared, Will, and Waymar Royce.
And the ever-popular Red-Headed Whore and Nameless Eunuch.
Rickon, Tommen, Myrcella, and Beth will be non-speaking parts.
People are getting way ahead of themselves with suggestions for Varys, Littlefinger, Lord Tywin, Ser Barristan, Renly, Stannis, Melisandre, etc. None of those characters appear in the pilot, and some won't appear until the second season.
Assuming, of course, that we get that far.