After the pilot introduced all the characters, "The Kingsroad" sets out to show what kind of world they inhabit, and even if there isn't a lot going on plot-wise other than shuffling the pieces around, the immersion into the culture serves to enhance the drama and keep us on our toes.
The main theme of the episode is the stark divide in classes. Royalty is allowed to do pretty much anything to whoever they want and the ordinary people have take whatever is coming to them. On top of that, Robert and the Lannisters are able to do whatever they want to the Starks because they are a step above. This causes a lot of tension between the houses even before Arya lands in hot water. Catelyn is already expressing her doubts and fears, while Ned is somewhat reluctant to go along with Robert.
Of course, the last part of the episode is clear representation of this, as Joffrey is able to be a prick and still impose on the Starks. Whether he's like this as a result of upbringing or that's his nature is another question. Seeing his father order people around and knowing he is the heir must have a boon to self-esteem, possibly into arrogance.
There's nothing major lost resulting from Robert's imposition except for a Sansa's direwolf (I suppose some would consider that major, but at least no important person was killed) and the money spent, but it sets up general unease among everyone. Coupled with the White Walkers we saw at the beginning of the pilot and talk of further unrest if the Targaryens and Dothraki combine, the current equilibrium is hanging on a fine line and could break at any moment.
Score: 8.8/10