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