I think it's the fact that, in the books, he's just such a relentless pussy. He might be smart, but he fucks up everything else, and he doesn't seem to grow much from the character we meet in the first book to the character we see in the later books.
On the show, he's just a much more well-rounded character. We've seen actual growth from him since he first showed up until now. He went from being completely fucking useless to actually kind of a respectable character. Look at him last night. He did some good during the battle (which I know he wasn't a part of in the books, but still). He helped Pyp. He hid Gilly. He killed a Thenn. He made it to the lift and informed Jon that they were losing the battle below. He freed Ghost. He inspired that kid who killed Ygritte to keep fight. All of that felt completely in character because the show has done a good job of developing Sam over time. Oh, and he's also funny (although that has been true since basically the beginning).
The books just haven't done the same. Basically, in them, once a pussy, always a pussy. He's just much more boring in the books.
