Oberyn is the most ESFP motherfucker on that show. If you can't see this guy bleeding SeFi all over every scene he's in, you're just not paying attention. It's just silly.
You people's typings are...not very good. Sorry.
Baelish and Arya are poster children for INTJ. Watch the way they absorb the implications of their situations until they become self-perception, then strategically manipulate it for maximal personal gain.
I mean, Baelish is basically Nietzschean philosophy personified. What planet are you people typing from where you get ENTP? Are you serious?
Also commonly mistyped is Tywin Lannister, another brilliant ISTJ that the entire internet assumes has to be INTJ because he's smart and Ss are dumb or whatever.
More problems with you people's typings:
--Tyrion (INTP) doesn't turn into an extrovert just because his circumstances have forced him to become socially competent to survive. His principles are Kantian Ti to the core and they're clearly his main priority. (He just drinks and screws around a lot because he's depressed, obviously.)
--Jaime (ENTP) doesn't become an S just because he's good at physical combat with swords. He was trained from birth and had natural talent and money and resources behind him; that doesn't make him ESTP.
--Robb Stark is not an ESTJ. You're correctly reading Te and Ne, but you got them in the wrong order--he's a young and naive ENFP, and his story arc is largely about how young, naive idealism doesn't actually win in a harsh, brutal world. (For comparison, Stannis Baratheon is an actual ESTJ. Robb is much more similar to fellow ENFP Renley Baratheon--note that blind idealism helped lead both to losing wars.)
--A bunch of you are getting Ned and Catelyn backwards because you don't realize Si+Fi is not ISFJ and Si+Ti is not ISTJ. Ned is the ISTJ and Catelyn the ISFJ; she's just a hardass who will fuck you up to protect her clan. That doesn't disqualify her from being an F.
--Cersei is not an ENTJ; you're making the common mistake of confusing ESTP and ENTJ because they're both dominant and aggressive. (One of the most Se > Ni scenes in the series is when Baelish, an INTJ, tries to subtly threaten Cersei, an ESTP, by hinting that he knows about her incestuous affair with her brother, saying, "knowledge is power" [Ni], and then she has the guards grab him and threatens to slit his throat and replies "No, power is power!" [Se]). To my knowledge, the only female ENTJ in the series is Olenna Tyrell.
--Joffrey was a psychotic ISTP who didn't understand or pay attention to the world around him enough to realize he couldn't just shit on everyone all the time and get away with it. (You can argue for ESTP here but I think he was just too oblivious and non-reactive to his political surroundings.)