I consider Sam's journey very relevant - in the books. However, there's no son of Mance's in the show to be spirited away from Melisandre.
Agree Damphair was kinda boring; but when I think of the Iron Islands storylines, I include Asha's (Yara).
She's one of my favorite characters in the books, and her arc has already been messed up as far as being captured by Stannis.
The Moot would be wonderful to see but I have little hope of GoT doing it.