Cersei actually isn't that good at the Game. She's better than Ned Stark, sure, who's being completely crippled by his sense of honor, but Tyrion, Varys and Littlefinger are all far more clever than her; all throughout season 2 Tyrion consistently has the upper hand. She certainly thinks she's good at the game, though.
That isn't to say that Headley's not a great actress; she definitely brought her A game this season, particularly in Blackwater.
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No I'm not a damn furry. Looney Tunes are different. - Guiga