My brother had bought me the first four books of Game of Thrones for my birthday last year.
I was a little intimidated considering the size of the work, but after having gotten into book 4 now, I have to say that this is the finest story that I have ever read in my entire life, and I've read a great many books.
The depth of the characters is unlike anything I've seen before. My favorites are Jon Snow, Arya Stark, Danaerys Targaryen, and The Hound. I've really enjoyed going to deviant art and saving a ton of fan art regarding the books.
I had purchased season 1 one blu ray and just enjoyed the hell out of them and I've got season 2 on order for whenever they come out. I'll wait to see season 3 until it comes to blu ray since I don't have HBO and do not want to download them.
I hope Mr. Martin gets those last two books out sooner rather than later. I don't think I've ever been enthralled with books so much as I am with these.