Still try to get into the Red Keep

You feel it would take too long to find a hideout in the city. Well, YOU could probably find a hideout. You are short enough to fit almost anywhere. Aerion is a different matter, however. You are not going to abandon your horse; the risk that he would be captured or killed by the Lannister soldiers is far too great. With that in mind, the only places you could go are the whorehouses, and as infamous as the King's Landing brothels may be, you cannot see them allowing an actual animal inside. Actually, there might be some who would, but the likelihood is almost negligible.

You decide your only choice is the Red Keep. You are already upon the grand building, anyway. You pass through the gate. To your good fortune, the guards do not even try to stop you for frisking or questioning. You suppose they must have greater concerns than the whereabouts of a commoner and his horse. If so... entering the Red Keep should be no problem.

Sure enough, you and Aerion get inside without much hassle. You are safe for the moment, but that could change. If you want to ensure the continuation of your survival, you will have to act fast.

You get two ideas of what you can do.

First, you could head to the throne room and try to slay King Aerys Targaryen yourself. He may not have that many guards with him, and if he is as mad as people claim, he would be mentally incapable of opposing you. If you ended the Mad King's life, the Lannisters might hail you as a hero.

Second, you could head to the Maidenvault. Princess Elia Martell and her son and daughter would be there. Although Crown Prince Rhaegar is dead, his widow and children are still alive. Knowing Tywin Lannister, he would order their deaths, too. If you get to them first, maybe you can get them out of the Red Keep and out of King's Landing. That would at least get you in Dorne's good graces.

So... where will you go?