From New York Daily News, a slide-show comparing the actors’ look in the show and in real life. I put them side-by-side for easier comparison:
Daenerys Targaryen (Emilia Clarke). Wow, she looks mesmerizing with her dark hair.
Khal Drogo (Jason Momoa).
Tyrion Lannister (Peter Dinklage).
Cersei Lannister (Lena Headey). In this case, it’s the opposite of Clarke; the blond hair fits Headey better.
Ned Stark (Sean Bean).
Sansa Stark (Sophie Turner).
Jamie Lannister (Nikolaj Coster-Waldau).
Arya Stark (Maisie Williams).