Of those, all of them have had a pretty horrible time of it so far, but there is still hope for Dany, Tyrion, Arya, and possibly Jon Snow to have some sort of ultimately positive outcome by the end of the story. I had the same feeling that you are while reading the books, that this story is just horribly depressing and filled with endless cruelty either in the name of ambition or in some cases just for sadistic pleasure, but that doesn't mean it has to end up that way. The stage is set at this point for a huge orgy of revenge and for the dozens of terrible people in the story to pay the price for their ill deeds and for the "good guys" to be elevated. Some of the bad guys have already gotten their comeuppance by the end of book 5. Of course we don't know if that's how things are going to turn out, but I think it's still too soon to despair at the idea of there being any kind of justice or happy ending in this story.