Very interesting reviews, thank you. I agree that CoC is the simplest of the games to learn with AGoT being the most immersive and strategic.
I think that most questions that come up are answered in the rulebook and recent FAQ, though sometimes you have to really look at the question from a very stripped down level to understand what rule is applying. Wargame/Minitures are definitely easier to play because of the closed system, but I like the freedom this format has more. In the end I just have more fun with this kind of game.
FFG has been really good about answering questions submitted to them through the "Rules Question" link at the bottom of each page here. If it isn't a weekend you can probably get a response within about 24 hrs. I've gotten them in as fast as five minutes.