Update June 2011: Michelle has been in a lot of tv shows before landing the role of Catelyn. So far, she's doing a great job with it even though at first I thought she wasn't really attractive enough to play Catelyn.
I imagined Catelyn as Famke Jensen when I was reading the books. I still think she would have been the perfect Catelyn.
Catelyn Tully Stark is Lord Hoster's eldest child and once the heir to Riverrun until the birth of her brother. She is the wife of Eddard Stark of Winterfell and mother of their five children, Robb, Sansa, Arya, Bran, and Rickon.
Catelyn is seen as honorable and has a deep love for family and a strong faith in the Seven. However, she regards Eddard's bastard Jon Snow as an outsider to her family, and has never forgiven Eddard for bringing him into her household. She has a strong and stately beauty, with auburn hair and blue eyes.
I thought Famke Janssen made a great Catelyn even though she naturally has brown eyes. This picture of her here has been photoshopped to make it look like she has blue eyes. After I pictured Famke as Catelyn Tully Stark in the Song of Ice and Fire series, I can't imagine someone else playing her.