I'm a fan of Martin's series and I've read most of the books several times. This HBO adaptation does not disappoint. The show is well cast and well acted. Some have complained about gratuitous nudity, but I welcome the nice titties shown, especially those of Daenerys. Sweet lord.
The series is faithful to the book with some embellishments. Ten episodes isn't quite enough to cover all the subplots, but they got the important ones. I was disappointed with how they depicted the direwolves since they're supposed to be more fearsome than dogs.
My favorite characters of the book, Jon, Tyrion and Arya, are also my favorite characters of the show. The girl/woman playing Sansa does a great job and she's really easy on the eyes as well.
I highly recommend this series, but I suggest you read the book firstly.