My favorite thing about the series is that it's a great companion to the books.
So often when you read something you're bracing yourself to be disappointed by the filmed adaptation.
The books are written from multiple perspectives (IE the pespective of Sansa, Daenerys, Ned, etc.) even while it's still written in the third person you still get a good bit of inner dialogue and the story has a differenquiggleyt flow when you're jumping from a Sansa chapter to an Arya chapter.
The show takes a bird's eye view perspective more often than not and while you're still doing a lot of the jumping from story to story it's a bit more fluid than the book. It really does flesh out a lot of things that are missing in the books and vice versa.
For every scene missing in the adaptation, they add a new scene that never appeared in the book--or so it seems to me. This lends even MORE character development which is a feat considering the way the books are written. I can't say enough about the awesomeness of both formats in this series. It's just great.
For those of you who aren't reading the books, I suggest that you do--and not in the snobby way people usually suggest this. I really think the companion aspect that I feel in the show with regard to the books will work in the reverse way as well. If you're a fan then you're missing out by not reading it. Wonderfully written, wonderfully adapted, wonderfully acted.
A+ all around from me.