Re the fics: mmmmh I need to dig around, all the Theon related stuff I've written is full of spoilers for late stuff so I can't self-rec. ;) There's this one fic I read that fit exactly your requirements (ie Theon adjusting to live with the Starks) but it was supposed to be a multi-part and the writer only ever posted chapter one. And most of the Robb/Theon stuff around deals with late GOT canon, ACOK canon and ADWD canon rather than being backstory, though now that I think about it I think I read a couple ficlets that might fit the bill. I'm going to go through my bookmarks tomorrow and get back at you on that, it won't be much but it'd be something. And errr wait a moment, how are you with French? Because I just remembered that once I tried to read this fic in French on ff.net which dealt with his arrival at Winterfell and subsequent years, but it was very late and I understood less of it than I usually would, so I can't guarantee on the quality. ;)

About the rest: well, they both have amazing arcs. Totally heartbreaking too, but definitely worth sticking with. (and gosh I'm so glad you're Theon-sympathetic, he gets ridiculous amounts of hate and at times I feel very alone. ;) ) Stannis is very hard to like, I really warmed up to him mid book three, and most of the reason why I was well-disposed was my endless love for Davos, but he does eventually win you over a bit. I like the King's Landing clusterfuck but other than that the storyline I'm most invested into hasn't shown up yet. It starts in tonight's episode though. ;) I'm finding hard to concentrate on Dany's stuff right now too, while with Jon not so much. But it's that why Dany's part isn't exactly my main priority, anything happening at the Wall/beyond it, I'm like white on rice for it. I'm biased. *cough*