As somebody who has read all the books, I've watched the show with interest. At first it seemed somewhat miscast (Cersai is suppossed to be a beautiful knockout, King Robert a towering brute of a man,) but I've gotten used to the cast playing these characters now and its dandy. Hedley can act, and I suppose you'd rather have an actress that is pretty over a gorgeous woman who can't act at all.
I will warn you, don't get attached to the characters.
Also, people you will hate at the beggining of the series you will end up liking by the end. I guarentee it. There is also some of that on the flipside as well. Where people you like make douche moves. Though this is mostly regulated to minor characters.
Martin just needs to hurry the f**k up and finish the series before he dies of old age. It took something like five years for book five to come out (and it still hasn't but its soon). Which was really suppossed to be half of book four which was already almost finished at one time.
Also, bring on Bronn the sellsword. If he isn't the most awesome character the moment he steps in the book, I fail the series.