Let's Begin at The Beginning, Shall We?
Tyrion Lannister is the trickster in his purest form; a character who uses what he has to perform often-heroic actions despite all those who refuse to see him as anything but a monster. Despite being born a dwarf however he manages to outwit his foes at nearly every turn, and to pull warriors, spies, and even common men and women to his cause with his compelling charisma. Whether you're a fan of the Song of Ice and Fire book series, or just of Peter Dinklage's performance as Tyrion, the following suggestions are meant to help you bring the Imp to your tabletop game.
For those who want to have Tyrion's bodyguard, hired muscle, and confidant check out Bronn's character build right here! If you're interested in other great character builds check out the character conversion page on Improved Initiative in the Bibliography section below!
If you want someone on the other end of the spectrum from Tyrion then take a look at this character build for Gregor Clegane, The Mountain That Rides.
If you'd like other members of the Game of Thrones cast, or if you'd prefer character builds for Gotham City's vigilantes or The Avengers, visit the Character Conversions page on my blog Improved Initiative!
Determine Race, Traits, and Attributes
Tyrion, like the rest of the "main characters" in the Song of Ice and Fire series, is human. That said playing a small-sized human comes with definite negatives (lower strength, truncated movement speed, etc.), but those who want to be true to the character may wish to simply play a human who is small-sized. For those who want to capture the devil-may-care personality and strange appearance of book-Tyrion (the heterochromia of his eyes is something that just doesn't show up in the show) a gnome might be more fitting. For those who want to avoid the magical nature of these diminutive fae offshoots though, halflings fit the quick-witted and crafty Tyrion just as well. Regardless of your race you're going to want a high charisma, intelligence, and dexterity.
Once you've settled on your race (whichever one you find most fitting), the next step is to choose two traits. As always it's imperative to choose traits whose bonuses you're going to use often, but also which fit your concept's background.
As a quick for instance, Tyrion is always bedding harlots and drinking with thieves. Friends in Low Places (Bastards of Golarion 25) allows you to gather information more quickly, and it means those who are impoverished start one step closer to friendly regarding you. Tyrion's high birth and time as Hand of the King might also mean that Friends in High Places, which gives you a +1 to diplomacy and intimidate checks in a place where you've recently gathered information (+2 against government officials), is an equally useful trait. Traits like Gregarious and Calculated Bribe allow you to re-roll diplomacy checks once per day, and traits like Convincing Liar (+1 to bluff checks) and Civilized (+1 to knowledge [nobility] and knowledge [local] checks) are also useful.
Keep in mind that you can't have two traits from the same umbrella either. So once you've chosen your social trait you might want to think about a magic trait like Scholar of the Great Beyond (Tyrion loves his old books), which gives you a +1 on knowledge (history) and knowledge (planes) checks. Or, if you're stuck for a decision, Reactionary gives you a +2 on initiative checks; that's never going to go out of style.
You'll Get There in Time...
How Hard Could it Be?
Yes, it's plural.
Tyrion Lannister is a man of great guile, low cunning, and who has a tendency of inspiring loyalty in the strangest places by making (and somehow keeping) occasionally-outlandish vows. Since he has no magic, isn't particularly skilled at violence, and always seems to be one step ahead of the headsman a rogue is an obvious fit for Tyrion. Not just any rogue though! The Charlatan (Ultimate Combat) replaces trapfinding with natural born liar, which gives any creature the Charlatan successfully bluffs a -2 on against further bluff checks for 24 hours. Alternatively the Spy (Advanced Player's Guide) provides a bonus equal to 1/2 the Spy's level on bluff checks with convincing liar (also replacing trapfinding). You also gain poison use, which might be something fans of the purple wedding would snatch up in a heartbeat. You're only going to have 5 levels of rogue though, so choose carefully.
So What Do You Take At Level 6?
A little-known prestige class called Noble Scion.
In order to get in you must take the Noble Scion feat (which gives you a bonus on knowledge [nobility] and makes you an official part of a noble house), or have the Skill Focus feat for a skill in the Noble Scion's class list. You need to be a member of the aristocracy, and at least 2 ranks of bluff, diplomacy, and sense motive, along with at least 5 ranks of knowledge (nobility). Once you have that, you're golden!
So why take Noble Scion? Well out of the gate you get access to a pool of money from your noble heritage with the ability Affluent. It starts at a bonus 750 gp and every time you gain a level this bonus is multiplied by your new class level. When combined with Prestigious Influence (which gives you an invisible, floating pool of gold for buying impermanent things like food, entertainment, services of experts, etc.) you might say that a Noble Scion is one who always pays his debts.
Now that you're all done groaning, the other attractive feature of the Noble Scion is that he can attract a cohort equal to his own character level (because what's Tyrion without Bronn?), as well as a Servitor (a bonus cohort that has to have NPC levels and generally just runs errands... someone like Podrick Payne). In addition to followers and money though Noble Scions gain access to bonus feats, additional training in the form of dilettante studies (bonus sneak attack damage is one that can help keep Tyrion alive when he does have to take the field) and bonuses on knowledge (local) and knowledge (nobility) checks. Combine that with the ability to re-roll bluff, diplomacy, intimidate, sense motive, and knowledge (nobility) at 10th level, and you have someone who will play (and win) the Game of Thrones.
Tyrion is not a warrior, but he is a man of a great many skills. Bluff, diplomacy, knowledge (nobility), knowledge (history), acrobatics (if the book is your source material), and intimidate are all skills we see him use. Sense motive is a necessity for swimming with the sharks in the courts of the world, and knowledge (local) is quite useful for knowing what threats and advantages are available in a given place. Use magic device might not be in the core of the character, but it is a valuable skill to possess so you can make the most of what's available i the world. While he has other skills available surely, these are the ones that are both core to the character, and which will be of the most use.
In order to follow this progression you're going to need either Skill Focus in one of the Noble Scion's skills, or the Noble Scion feat (Inner Sea World Guide). You should probably take both though, since Tyrion is going to be using bluff, diplomacy, sense motive, and intimidate the most, closely followed by his knowledge skills. You even get Leadership as a bonus feat, so you don't need to worry about adding it into your feat progression.
As far as combat skills Tyrion is more of a "come up with a plan and give orders" sort of guy. That said skills like Point Blank Shot and Precise Shot (Core Rule Book) will always come in handy for someone who prefer to throw things at his assailants (or to use a crossbow when necessary). Dodge and Mobility ( Core Rule Book) are great for those who want to be as mobile as possible to take advantage of flanking, or who predict they're going to need to run away fairly often. Dazzling Display (Core Rule Book) is great for those who want to take advantage of a high intimidate score to keep enemies shaken, but generally speaking it's a much better plan to let Bronn (or whoever steps in as Tyrion's champion) do the bulk of the fighting when initiative is rolled. Tyrion's the brains, and the best way to make him effective at that is to pump his skills as high as they will go without making him a useless lump in the event the party is attacked.
Unlike many legendary warriors and masters of the arcane, Tyrion doesn't have any signature gear or amazing equipment. The gear he carries should reflect his tricksy nature though, which is why it's important to think carefully before setting out on any of your adventures.
Since Tyrion had a combative relationship with the alchemist's guild it's certainly within his character to carry some alchemist fire, smokesticks tanglefoot bags, thunderstones, and other alchemical tricks of the trade (a bigger, more inclusive guide may be found in the Bibliography section below). At higher levels items like the Iron Bands of Binding (Core Rule Book) will be able to capture enemies quickly and effectively, and magical ammunition will keep Tyrion's options open for a variety of foes. Whether it's heat or cold, bane, ghost touch, or a dozen other enchantments if he knows what he's likely to face, then he can come prepared for it.
Who is Your Little Lord?
One of the most important things to consider when playing a converted character is how similar you want your Tyrion to be to the source material. Ask yourself what would have happened if his mother hadn't died, or if his father respected and valued him. Alternatively you could explore what would happen if Tyrion had decided to scheme bigger.
Just because you're taking inspiration from the little lion, that doesn't mean you have to recreate him exactly (unless you want to).