I'm caught up through the first two episodes and most of the third.
It's okay, but the scene with Robert and the Lannisters (Jaime and Tywin) seemed very awkward and explicit, it's the only scene that felt waaay off the book. They adopted Robert's POV for that scene, I suppose, and it didn't work. Later on they took on Jorah Mormont's POV. I guess that would be my complaint about what I've seen of the series, even though it was only a few scenes, they're not necessarily adopting the POVs the 1st book used for each chapter. I don't mind changes to accommodate an adaptation (the dothraki as poorly dressed male models, for instance), but that seems a little much.
Also, the Imp's accent is hit or miss. That's putting it delicately. It's all over the place. I dig your style, Tyrion, but the dude playing you needs to quit talking.
EDIT: Just took a moment to finish the last 10m. The closing with Syrio was the best moment of the episode IMO. The FX changing from stick sounds to metal sounds, as Ned looked on, was a nice, subtle reminder that Ned is unable to see the game or artifice in war and rule.