In under 1 day I just watched every episode... Amazing.
I mean, they left out one thing that kind of ****ed me off, The Blackfish, but other than that it followed the books pretty well. What couldn't be shown on screen, because in the book it was an internal monologue, was sometimes chopped and shown as an added scene that didn't happen in the literature. All my favorite characters kicked the appropriate amount of ass, it had plenty of nudity, Tyrion Lannister is amazing, they had Shagga, Joffrey was as much of a prick as he was in the books (He even looked like someone I wanted to punch in the face)... all in all I am happy.
My only hope, is that if they continue the series on, that it continues to hold up. I just read an interview with the author in which he said if they did continue the series they might make the third book into 2 seasons, which seems to tell me that they are Trying to do this right. Heck, my only concern is that if they continue on for 5 more seasons (This is, one book a season, except for book three, which should be 2 seasons), that George RR Martin can churn out his last two books in time to make them live action TV shows as well.
All of that said, let us all be honest with each other: There is but a chance in hell that this will continue past season 2, it's expensive to make fantasy shows afterall... and the gods of TV hate fantasy and Sci-fi (Unless their British). Still, lets hope it continues to be as good as it is now, while it lasts. (Though, I am bitter, so take this last paragraph for what it is)