The production staff did a very nice job with the casting for the first season. It seems like they've done it again here with the new cast members.
Here are Stannis Baratheon and Melisandre
Stannis is played by Stephen Dillane, who played Thomas Jefferson on the HBO miniseries 'John Adams'. Melisandre is played by Carice van Houten. She is somewhat less well-known. However, she was in the underrated movie 'Black Death' with none other than Ned Stark himself, Sean Bean. I believe that movie is still available on Netflix instant for those interested. I think both of these choices work well. Van Houten was good as a pseudo-witch in 'Black Death', so she should have no problem with Melisandre. Dillane is a superb actor and was great in 'John Adams'. Part of me wishes the actor for Stannis would have been a little more imposing, but I'm sure Dillane won't disappoint.
Davos Seaworth is being played by Liam Cunningham
Cunningham is an Irish actor, maybe best known for his role in the remake of 'Clash of the Titans'. He's no stranger to the genre however, as he has had roles in the movie 'Centurion' and the tv series 'Camelot'. He doesn't quite fit the picture I had in my mind's eye, but I've liked him in past roles.
The big contentious role as far as casting goes, has been the choice for Brienne of Tarth. The production crew needed a tall, muscularly-built woman with a face that could be made up to be ugly on tv.
Brienne of Tarth
The result was actress/model Gwendoline Christie. The actress stands 6 foot 3 inches tall. She had a supporting role in the film 'The Imaginarium of Doctor Parnassus', but isn't as experienced as her fellow new cast members. I think her physical profile matches up very well for the role. (Jamie Lannister actor Nikolaj Coster-Waldau stands 6'2)
All in all I love the choices and can't wait for the new season.
As a bonus, and because I've been to and love the city of Dubrovnik, here's a video about season 2's production in Croatia. The showrunners have decided to use Old Town Dubrovnik as the setting for King's Landing. I love the choice. You'll see why in the video.