The books are what got me excited to watch the HBO series. That series is actually my favorite fantasy series (I actually think it's better than the Lord of the Rings). I've actually read the series twice (the 2nd time after the 4th book came out, so that I'd remember what happened in the series), and am now reading it for the 3rd time (I'm trying to see how close the TV and book series coincide).
The HBO series has been fairly true to the books... The chapter placement and the TV's timeline are slightly off (eg when Catelyn goes to King's Landing by boat, she actually arrives slightly before the king's retinue), but it isn't anything so major as to distort the plotline. There was only one thing that I wish they had done in the TV series... While Bran was in a coma, he had a dream that he was falling, and a 3-eyed crow told him to fly. Bran argued with the crow that he couldn't fly, but the crow insisted that he could, and if he didn't he'd die. Right before Bran hit the ground (in the dream world), he finally flew. And right before the dream ends, the crow starts to peck Bran right in the middle of his forehead (the same place where the crow has its 3rd eye). In the TV series, you do see Bran dreaming of a 3-eyed crow as well as Old Nan mentioning to Bran that crows lie, but not the same emphasis was placed on this, and it's fairly easy to miss if you hadn't read the books (at least I'd think so, tho I've read the books before so I don't know how true this is).
The one thing that I really love about the books that the HBO series can never duplicate is that each chapter is written from a character's point of view. Throughout the chapter, you see what the character sees, hear what they say, and know what they're thinking. I think by doing that, George RR Martin (the author) is able to bring a depth of character that the TV series won't be able to provide. Although the HBO series tries to bring out the character's personalities thru their words and actions, there are some things that it just can't duplicate.
If you're enjoying the HBO series right now, wait till you read the books; they are very good! The only major problem with the books is that they aren't finished! Hopefully now that the series has started, Martin can get back into writing so that we can read the entire series!