Oddly enough I also quit reading American Gods (rare for a Gaiman book), but I don't remember it being difficult. I just kind of lost interest.
For Game of Thrones I tried the audiobooks but Roy Dotrice was a horrible narrator- too breathy, too phlegmy and every character - even the women- had the same voice. I'd rather have had a straight read with someone not trying to act the characters than someone who did the all poorly. Game of Thrones is one of /r/audible on reddit's most requested to be re-recorded books. Would love to see them unleash an awesome narrator - such as Ray Porter - on them to really make them shine.