At his “Not a Blog”, George R.R. Martin shares some odds and ends. Among them are some interesting remarks on the casting process, in which he notes that casting is roughly in order of a character’s appearance, so some roles (such as Tywin Lannister and Shae) will be cast later. They are “mostly concerned with filling parts for the pilot reshoots and episode two.” Obviously, Daenerys is one of those parts, but we’ve previously been told that many of the characters with no lines in the pilot—Tommen has been mentioned—were given to extras, essentially, and would now be recast with their permanent actors. Via Twitter, I know that the young actress for the part of Myrcella in the pilot has or will be auditioning to retain the role.
He also adds, regarding actors who’ve auditioned: “Some actors are household names who would be recognized by any film or television fan, some are veteran character actors, some are brilliant young newcomers. A wealth of choices. There are a lot of fine actors out there.”