Cersei's stupidity is entertaining because it bites her in the ass; however, she's not a very sympathetic character at all, so unlike Dany you don't feel sorry for her or exasperated with her dumb decisions and the resulting self-pwnage, you're all "oh yeah, that's what you get."
Pretty much all of Dany's problems have arisen from: 1) Getting sidetracked from her real goal, which should be returning to conquer/rule Westeros and 2) forgetting the motherfucking words of House Targaryen: BLOOD AND FIRE.