George RR Martin once commented that he wished he could create a character like Rome's Titus Pullo (or something to that effect). Maybe Game of Thrones would have had a much better ending if the writer's of Rome had been in charge of it. Even though Rome ended abruptly in Season 2, it still ended in a much, much more satisfactory way than the crappy last seasons of Game of Thrones which really butchered the whole storyline with poor writing.
Rome had a clear-ish idea of where it was going. GoT really didn't, and I think that's the difference. You can have decent writers, but they will still be set up for failure if the showrunner only thinks in the short term (or if the source material is not complete enough). Sadly, I also believe this explains why most modern shows have awful finales or final seasons.
Amazing show with great acting, the sadly ended after two seasons.