I've been a fan of the books for about a year now and I thought the first season was brilliant. First off whoever shot this needs to be commended because the show looks beautiful. Also whoever casted this also needs to be commended because I thought all of the roles were casted to perfection.
The first season followed the first book almost to a T in my opinion. There were a few things that were emphasized more in the books though. Rickon Stark wasn't in the first season at all except for the final episode when Bran was in the crypt if I recall correctly which struck me as kind of odd. Rickon doesn't have a huge role in any of the first four books but they could have at least acknowledged his existance in the premiere episode while everyone was still in Winterfell. The direwolves have a much bigger presence in the books specifically Ghost (Jon Snow's wolf) and Grey Wind (Robb Stark's wolf). Lord Varys aka "The Spider" had a bigger presence in the books as did Sandor Clegane aka "The Hound".
I thought the books were superior as they almost always are mainly because you get to read what goes through the character's minds and you get a better understanding of the events and a deeper connection to those characters and events.
I agree completely with KryOnicle about the 4th book "A Feast for Crows" being the weakest in the series and a bit of a disappointment. The main reason I think that is, is due to the fact that a few of the main characters the first three books were following are conspicuously absent in the 4th book and the chapters that replace them aren't as interesting or intriguing. Some of the chapters in the 4th book can really drag on and really the Cersei and Jaime chapters for the most part are the only ones with alot of substance. I like Brienne of Tarth as a character but most of her chapters in the 4th book are boring aside from the final two chapters. The Ironborn and Dornish chapters kinda bored me but I know that the events that happen will probably come into effect later in the series so following them was necessary. The Arya chapters are also pretty boring nothing really happens of any consequence but again it is a necessity in the long run to follow what she's doing. The Sam chapters were weak as well literally next to nothing happens in them aside from a few minor parts. I will say that the last 150-200 pages of a Feast for Crows really starts to pick up again and were really good for setting up the 5th book.
I expect the 5th book to be really good based on the characters that have already been revealed will be followed in the next volume and because of the last 150 or so pages of the 4th book. The second season of the series should also be much better with the characters already having been established.