Quartermaester is a "speculative" but extremely complete interactive map of Westeros and Essos, the two continents across which Game of Thrones' action sprawls. Character paths and noble constituencies are among the available overlays—surprisingly useful for anyone trying to get the complex series in mental order. Note: it follows the books, not the show.
Update: I just bought this collection of poster-sized maps (HD scans are here) for $25. Far more delicious detail of the Thrones world, if not of the characters themselves.