I actually like some of the changes that the show made from the comics early on. And they started diverging more and more as the show went on, but that's fine cuz the show is it's own creature. The thing about the show is that they seem to make shocking choices for the sake of that shock than providing very much consistency with the characters or story.
I've read the first 50 issues of the comic and gave up on that just because it was a grueling slog. If the show sets out to shock you, the comic aims to make you feel weary and a little gross.
What I like about the video game is that it really could have been it's own zombie apocalypse story. It didn't have to have any association with The Walking Dead, aside from brand recognition. Hell, they could have gotten the license for George Romero's zombie movies and told the same story without making any changes.
I like the game the most. Yes, it has it's shocks. Yes, it can make you feel mentally drained. But the fact that it asks you to participate in that is what's special about it.