I recommend this series to everyone! Seriously. I didn't think I'd like it at all. A friend told me about the show on HBO and I was completely uninterested—all it took was the first episode and I was completely hooked. Once the first season ended I realized I had to read the series to find out what happens next. The show was faithful to the first book, the opening scene of the first episode and that last scene of the last episode correspond with the first and last chapters in the book.
I started the second book last night and it's already really good. HBO is currently filming the second season and I can't wait!