To celebrate the start of season 5, here is the finished chess set! The tallest pieces are about 5 cm (2 inches) tall. The chips are 2,75 cm in diameter, 2,25 cm for the pawns.
The Lannister side: The Lannister pawns: The Stark side: The Stark pawns: The Kings and Queens: Ned & Catelyn Stark and Cersei & Joffrey Lannister The bishops: Arya & Sansa Stark and Tyrion & Myrcella with Tommen Lannister: The Knights: Jon Snow & Robb Stark and Tywin & Jaime Lannister The Rooks: Hodor with Bran Stark & Osha with Rickon Stark and the Mountain & the Hound:
And to get a sense of scale:
I might put it up for sale at some point, not sure yet.