I noticed that when Jon Snow left Winterfell with his uncle to head to the Wall, his direwolf was nowhere in sight. In fact, I don't recall seeing it since they found the pups by their dead mother.
In general, the direwolves seem to have less of a presence in the show than they did in books, even in scenes that seem relatively true to the original.
Is there an explanation for their absence? Is it just the difficulties in working with trained animal actors?