SPOILERS
It's been a while since I've read the books, so maybe I misremember my impressions of Tyrion and his insecurity. I don't remember all the specifics now, but I do feel like he's playing the game of thrones because it's something no one expects him to do, or to do particularly well, and I think that if Dany, or that Prince kid, comes to trusts him, he might become his/her downfall (not because he's incompetent, but because he's self-interested); I think I felt this way reading ADWD because he's just feels a bit broken after everything that has happened since he escaped KL, and a bit desperate, I suppose.
To be honest, I enjoy the show more than I do the books now; the last book of the series I liked was ASOS because I felt like GRRM had a direction, like he was composing this masterpiece, but now everything just seems a bit lost.
Who knows, though- maybe after all is said and done, the series as a whole will make more sense. As it stands now, though, I feel like GRRM has expended so much effort in being, quite simply, "anti-Tolkien", that he himself doesn't know where he's going with the story. I hope I am wrong, oc. Not picking on the anti-fairytaleism, I enjoy it a lot; both genres have their place.
But yeah, the shows, while oft inaccurate and frivolous, are right now better at coherent storytelling than the writer, I feel.
END SPOILERS