It'd be exhausting to write full, separate reviews for these books (and I think, exhausting to read as well), so here's a spoiler-free super fast review of the series for you. I'm lazy, you're lazy, it all works out!
Let me get this out of the way: This is, far and above, the best fantasy series I've read since Lord of the Rings. Granted, I'm not that much of a fantasy buff, so I might be talking nonsense, but I think most of the crazies would agree: This series kicks all kinds of ass. It has an amazing, fascinating world, fantastic characters, political intrigue, complicated plots, romances, blood feuds, vicious battles, carnage galore, ghosts, zombies, dragons, dwarves--everything. It's a massive story, each book easily 1000 pages, but the only problem with that is how much your hands will hurt from lugging them around after you've been unable to stop reading for 8 hours straight.
They get a little bogged down under their own weight from time to time, but the one thing to know about these books is that they'll always get back up to full speed. Pick one up and you won't be able to stop. But beware: George R.R. Martin took 6 years between writing books 4 and 5, and who knows when he'll be able to finish the last two books in the series. I tried to be strong and not read them until he was done writing them, but then HBO came out with the show and it looked amazing with the swords and fighting and the Sean Bean and I HAD to read.
Now, if you're wondering whether to read the books or watch the show first? I'd go with the former. Sure, you'll miss out on being shocked by the ending, but I think it'll be easier to keep the characters straight, and it's definitely worth it to watch the actors bring the characters to life.
A few more quick tips:
1) Don't get too attached to anyone. This man is not afraid to kill off everyone and everything in sight.
2) It's graphic, violent and sometimes more than a little crude. This isn't a series for the faint of heart.
3) Seriously, set aside a weekend or two and tell everyone you know that you will be unavailable for a few days. Once you start, you won't be able to stop.