What's your least favorite story lines in the show? Mine so far has been the Targaryan/Dothraky wilderness adventure.
The Wall. To be fair it's a LOT more interesting in the show but it's so disconnected with the rest of the story that it just feels like its eating up time.
Though the same could be argued for Daenery's storyline but it's plot line is much more imminent and connected with the happenings of Westeros. Plus, given the lore of the world (not book spoilers at all, just background histories) the white walkers first invasion predates the landing of the Andals (the majority of the Westeros population) so no surprise it's not being taken seriously. Also, Sam, man is he boring.