The books are well worth reading. I found the first 100 pages difficult to get into (this was before the show) but once it clicked it was one of my favorite all time reads. And if you've seen the show, I think it would be easier to get into since you're not trying to wrap your head around names, families, etc, and you already know/like characters. My wife was put off by the books because she had trouble keeping everyone straight, but she loves the show now.
The book adds a lot. The show does a great job and I love it too, but I can't wait to get around to re-reading all of the books once the next one comes out.
Every time I finished a book I was so glad I had a bunch in front of me. Finishing the last one was a sad day.