The books are fucking fantastic. As good as the TV show is, it just doesn't do the books justice, and I suppose that's to be expected. There's just way too much material in the books to be fleshed out in a TV series unless each season was 30 episodes long.
Read the books. You won't want to stop once you start.....well until book 4 maybe. It focuses on the characters I enjoy the least, but book 5 gets the series back on track.