LOVED IT! I really, really did. And I was very skeptical. I almost didn't watch. There were a couple of things I didn't like (SPOILERS if you haven't seen the show...)
In the book, Dany and Drogo's wedding was not nearly as rape-ish as in the HBO version. There was a slow, gentle seduction and by the end she wanted him. Not sure why Martin (author) would have OK'd that. Hopefully he's not going to change Dany and Drogo's relationship, which is fairly important to the series.
And, in the book, before Jaime pushed Bran off the ledge he actually saved him from falling. It was fairly obvious in the book that killing Bran was more Cersei's idea than Jaime's. Changing that takes a lot away from Jaime's character which (as we find out in later books) isn't as black and white (or rather, black and black) as it seems at first.