Currently reaching the end of Season 4 in the dead tree version. The TV version is very similar, for a given value of very.
Obviously, a lot of trimming had to happen to fit the series format, but I'm getting on in age now and I understand that they cannot possible keep everything.
There are some shocking suprises though. The biggest one for me was having discovered that the splendid scene where Drogo rocks the yourt swearing that he'll take his khal across the sea and lay waste to all who oppose him in honor of his wife was glorious, moving and quite thrilling on TV. The actor playing Drogo must have had loads of fun doing it, and I look upon that scene as worthy of a Grammy in its own right.
It's not in the book.
But, as usual, the books explain way more than the TV series, and allow understanding the details behind a number of things that the series glossed over. Some things are presented differently in the book, and with a bit of thought, you can understand why they did things a bit different for the series.
That said, I think both are good, in their own ways.