Overall, I prefer the books. That doesn't mean I don't enjoy certain changes from the books, like making Margaery more of a character in the show, or having Sansa take Jeyne Poole's place in Winterfell. Then there are things like making Ramsay a cartoonish villain, or having most Northern houses be either traitors or cowards, which I really don't approve of.
If only Martin would release
The Winds of Winter anytime soon.