WARNING (YET AGAIN): This thread is going to contain unmarked spoilers for all five currently released ASOIAF novels, right up to A Dance With Dragons. If you have not yet finished, or not yet started and intend to start, or you are a TV show watcher, I strongly recommend that you leave now.
Now, since this is a gaming forum, I thought I would share by far the best ASOIAF video game experience out there: the Song of Ice and Fire mod for Crusader Kings II. It is currently on version 0.4, but it is stable and more than playable.
Naturally, you require CK2 to play it. The game is difficult to pick up, but a lot of fun and highly addictive once you get the hang of it.
The five novels are as follows:
A Game of Thrones: When Jon Arryn, the Hand of the King, is killed, King Robert of Westeros travels to Winterfell to encourage his old friend Eddard Stark, the Lord Paramount of the North, to take his position in King's Landing. In Essos to the east, Daenerys Targaryen, the second child of the Mad King Aerys, is married to Khal Drogo, a Dothraki warlord, as her brother Viserys plots to invade Westeros and seize the Iron Throne. Jon Snow, presumed to be Eddard Stark's bastard son, joins the Night Watch.
A Clash of Kings: Eddard Stark is dead, executed by King Joffrey, triggering the War of the Five Kings: Robb Stark, the King in the North; Renly Baratheon, the King in Highgarden; Stannis Baratheon, the King in the Narrow Sea; Joffrey Baratheon, the King on the Iron Throne; and Balon Greyjoy, the King of the Iron Islands. With Viserys and Drogo both dead, and three newly hatched dragons, Daenerys travels east to find an army. The Night Watch travel beyond the Wall on a great ranging.
A Storm of Swords: Stannis Baratheon has been crushed by the Battle of the Blackwater and loses most of his vassals to King Joffrey, now betrothed to Margaery Tyrell. Robb Stark, however, continues to gain ground and becomes the most severe threat. Daenerys uses her dragons to attack the cities of Slavers' Bay and free the slaves. The Night Watch are attacked by Others, creatures of ice from the far North, but Jon Snow is in the court of Mance Rayder, the King Beyond the Wall and a sworn enemy of the Night Watch.
A Feast for Crows: Robb, Joffrey and Balon are all dead, and Stannis is at the Wall. The War of the Five Kings is more or less over, with only Stannis remaining as a threat to the newly crowned King Tommen. Cersei Lannister takes control and pretty much slowly destroys everything.
A Dance With Dragons: Jon Snow is Lord Commander of the Night Watch, and tries to join the Night Watch and the Wildlings together to face the true threat: the Others. Daenerys sits in Meereen in Essos and does nothing of note. Tyrion Lannister flees to Essos where he meets Jon Connington and Aegon Targaryen, the son of Rhaegar Targaryen, presumed killed 18 years beforehand.
That was brief, but each of these novels is a good 800 pages long and summarising them properly would take too long.
Where we are now:
On the Iron Throne sits King Tommen. But his mother is disgraced and facing trial for indecency, his wife is in the same situation, his regent and Grand Maester have both been murdered by his Master of Whisperers, the Captain of his Kingsguard is crippled and may or may not be dead, and he is a boy of ten. He is not in a great situation.
Stannis Baratheon is still at the Wall in the North, using the power of Rh’llor to terrify everyone he sees. He plans on claiming the North through Rickon Stark and using that power to seize the Iron Throne. He is still convinced that he is Azor Ahai Reborn, even though he almost certainly isn’t. More to his credit, he's captured Deepwood Motte and getting ready to march on Winterfell. Ramsay Bolton says he is dead, but he probably isn't. The sample chapter from the Winds of Winter has him very much alive. He's caught the Karstark treachery, made a deal with the Iron Bank, and captured Theon Greyjoy. He is, indeed, in by far the best position of any of the original five kings, mostly because the other four are dead.
Jon Snow may or may not be dead. He was stabbed several times, but it’s possible to survive that and he may be able to warg into Ghost and Melisandre can revive people. So even if he’s dead, he probably won’t stay that way. A (very) popular theory is that he is not the son of Eddard at all, but of Rhaegar Targaryen and Lyanna Stark. This theory is known as R+L=J.
Danaerys Targaryen is with a Dothraki khalasar and still has one of her dragons, though the other two are flying somewhere near Meereen. Hopefully she will head to Westeros now.
Aegon “Young Griff” Targaryen has landed in Westeros and seeks the aid of Dorne. He may or may not actually be Rhaegar’s son, of course.
Petyr “Littlefinger” Baelish is essentially Lord Paramount of the Vale at this point and is supervising Sansa Stark.
And several other characters are off doing interesting things.