I have read all of the books and look forward to the new book, A Dance with dragons (July 12, 2011).
I enjoy the show and watch every week.  I am going to be hypercritical and post a few problems I have with the HBO adaption:  
1)  The Dire-Wolves needed to be CGIed.  There were far to many important scenes with the dire-wolves and their companions in book 1.  Script rewrites to accommodate the wolves not being there hurt the show.
2)  Jon Snow/Syrio/Lord Renly were miscast.  Serio, not that big of a deal.  Jon Snow isn't dynamic enough and looks like a peasant.  His acting abilities seem to pretty limited.  Renly seems far to meek and childish.
3)  Kings landing looks awwwfulllll.  The city resembles some remote-outpost in the middle-east, not the capital of westeros.
4)  Tyrion isn't ugly enough (ok, minor gripe).
5)  The wight scene at "The Wall" was so poorly done.  Tywin isnt bald.
End of list 
