Arya Stark : Game of Thrones :: Don Draper : Mad Men ?
Although perhaps she is more a Peggy. DGAFing about and occasionally doing stupidly irresponsible things.
Perhaps Tyrion is more the D-Drapes of the group—smarter than everyone else, gets all the ladies, sharpest tongued with the best one-liner burns, and once in a while proves to be a royal fuckup. For that matter, his secret palace gf Shae is a total Megan Draper: dark-haired foreign girl who is nothing but trouble wrapped up in a pretty little package!