Pretty sure Varys disapeared in the books, too, right? No one could find him after Tywin's death, or am I remembering that incorrectly? He sneaks in during AFFC through the hidden passages to kill Kevan. But he is gone in the books, we just never knew he was "gone" gone; everyone said he was hiding in the catacombs. (Again, not sure if I'm remembering it right.)
I thought the fight between the Hound and Brienne was done really well; but christ, they are making Brienne out to be a fucking terminator in the series--Loras, Jaime and now The Hound. Seems kind of annoying given how they humanize most of the other "warriors" in the show by showing that in real combat, you win some, and you get your ass kicked,a lot(And end up someone's prisoner, or on your ass surrendering or fucked up if not out right killed).
Also, I guess that kills the theory of Jojen becoming Warg food for Bran. Episode also killed my theory Varys kind of coerced Tyrion's hit on Tywin; very obvious in the show he was shocked as hell.
Overall though, really good episode, enjoyed it a lot.