Although H_B makes a good point in that the Sansa/Hound thing is probably DOA for the show, I'm with GrantDawg in that I'm sad to see they didn't use that scene. The whole Sansa/Hound interplay in the books in my opinion is a perfect microcosm of how thin (nonexistant?) the line is between good and evil in the series. There really are no "good guys" (even the Starks have wrinkles) and very few characters who are COMPLETELY "bad guys" - perhaps Gregor and the Brave Companions, maybe the White Walkers.
Realistically the series loses very little without that there. Stylistically and personally, I'm disappointed it's not there.