I never read the books.
The first time I tried, the writing pissed me off.
The second time I tried, I thought the prologue seemed okay, but I still put it back on the shelf.
However, I acquired the first episode of the show, and thought it was rad, so I'll probably read the books now, at some point.
A good review can be found here:
http://www.avclub.com/articles/winter-is-coming,54682/Even though the reviewer gave the pilot a 'B' his enthusiasm for the episodes to follow is obvious.
And by the way, having not read the books, I didn't find it hard to follow, though I had read up on the characters on Wikipedia beforehand, something I wouldn't do if you're spoiler-averse, because that spoils the whole plot within about two lines.