I was a little dubious when I heard they were going to make this into a TV show as I love the books and thought it would be really tough to try and film them, especially with some of the subject matter. My fears were allayed slightly when I saw it was HBO as I'm a big fan of Deadwood, The Wire etc... and knew they wouldn't shy away from any of the sometimes horrific scenes.
Anyway, from the very first moment I loved it, they have really captured the feeling of the books, I noticed they'd changed one or 2 things but nothing to the detriment of the story. The casting is fantastic, Danaerys, Tywin, Ned, Arya all pretty much as I imagined them; the only exceptions being the King and Tyrion (although the latter is excellent and I soon forgot my misgivings).
A couple reviews mention it misses large parts of the story out but I disagree, it covers all the plots set out in the book, even with 10 hour long episodes it's impossible to cover every little thing and I think they've done an excellent job decided what to keep/lose (fingers crossed for deleted scenes on the DVD).
As hinted at earlier, there is a lot of sex and bloody violence right from the start which won't be to everyone's taste but if you can stomach that then this is a near perfect adaptation of one of the finest series of fantasy novels ever written! Let's hope it does well and doesn't get cancelled before the end!!