Not correct on who had the bastard babes killed, though - in the books it -is- Cersei.
They're just leaving out a lot of stuff (like Jacelyn Bywater, like, seriously... Bronn (
!!!) of all the people, commanding the City Watch?!), so I suppose they needed to show Joffrey evil enough, so they made him send the Goldcloaks after the bastards in the series.
I might be remembering wrong, but I do not think Margery is as innocent as people think.
I do remember Cersei tried like hell to set her up to prove she was not a virgin, and implication was there that Margery was not a virgin at all. But it has been awhile since I have read the books and I am just now working through Clash of Kings again while watching this season.
That said, the woman certainly has piss poor luck.
First married to Renly, who is gay. Then to Joffery who dies on their wedding day. Then married to Tommen who is sooo much younger than she.
She isn't innocent at all. After all her family kills Joffrey on their wedding day and she herself knows it, if she isn't actively participating...
Also, her virginity gets breached during the examination of it for the trial that Cersei orchestrates.
Daenerys hasn't had the prophecies yet -- she hasn't made it to Qarth, so there's any number of things that haven't shown up yet. However:
She was to have one betrayal for blood (Mirri Maz Durr, in payment for her multiple rape and slaughter of her people), one for gold (likely Jorah Mormont, who was in the pay of Robert's Small Council and holding out for a royal pardon). I may have missed the third -- I tended to skim the Daenerys chapters in A Dance for Dragons because it basically turned Mereen into fucking high school with Dany mooning about over some boy with nifty hair. But there was an assassination attempt, poison in her food. This may have been just the run-of-the-mill attempt at killing the Mother of Dragons, but it might have been the third treachery as well.
The third betrayal is supposed to be for love, but that doesn't seem to be on sight yet.
Also, I read a theory that Daenerys and Viserys might actually have different fathers.
She might be Rhaegar's through an incestuous relationship with his mother. If that is the case and Jon Snow is also Rhaegar's, they likely have another sibling alive, since there are three dragons to ride and, well, the Dragon has three heads.
It would explain how Jorah often observes (at least early on) that Daenerys is a lot like her brother Rhaegar and not much like Aerys or Viserys.