This is an extremely well adapted series, capturing everything it needs to from the books, and making smart alterations to make it better on the screen. For example, the wound on Drogo's chest. In the books, we don't see him receive it, it is just something that happens as part of the little battle at that village. The show gives us a much more dramatic version, and further cements just what a bad ass the Khal really is.
Books and film of any kind are never going to be exactly the same - the mediums require different things. But this is about as close of an adaptation as I've ever seen.
And don't the Hunger Games kick some serious ass? I still think Jennifer Lawrence is too old for Katniss, but I'm willing to give her a chance.