It depended on who you were, and how you were fighting, honestly.

GoT, from what I've seen of it, has just about everyone in plate armour and swinging swords around, right? Well, plate armour pretty much negates the need for a shield, as the armour is designed to provide maximum protection and deflection, which also makes swords kind of useless as primary weapons. What knights (and, later, men-at-arms) in the late 14th/early 15th centuries would have used instead of swords (at least as a primary weapon) was the poleaxe, a long-shafted combination axe/hammer/spear that could crush or punch its way through plate armour far more easily than a sword could. Swordsmiths developed long, stiff swords like the estoc to try and counter plate armour's defensive qualities, but the range and versatility of poleaxes tended to win out.

That said, though, if you were a footman armed with a sword, your defensive accoutrements of choice might include a small round shield or buckler to supplement your chain or padded or leather armour, depending on era and geographic location. Heavily armed footmen often stuck to longer pole weapons to counter cavalry and dismounted men-at-arms.

Steven Bull's An Historical Guide to Arms & Armor (sic) is a pretty accessible and quickly read guide to arms and armour in the period you're looking at.