4. Cersei Lannister
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4. Cersei Lannister Played by another solid action heroine, Lena Headey having been Queen Gorgo in 300, as well as the title role in Terminator: The Sarah Connor Chronicles. Her character is responsible for the shows title, saying, "When you play the game of thrones, you win or you die." And Cersei Lannister has no intention of dying, being a grand mistress at the arts of scheming, manipulation and intrigue towards her goals. Her son Joffrey is technically on the throne of Westeros, but there's little doubt who is wielding the actual power there.