I finally started reading the books. Book 1 is really good. It's also remarkable how faithful Season 1 is to the first book. I can't think of a single significant difference. I'm about half way through Book 2 now, and it is a bit slower but still good. I can understand why the writers cut and changed some things for the show. I haven't come across anything yet that I wish hadn't been cut. I particularly enjoy getting inside Tyrion's head, and the more elaborate backstory.
Also, having heard the Jon Snow theory on the interwebs, the foreshadowing sure seems obvious as I read Book 1. There are at least a half-dozen Ned Stark flashbacks to his sister telling him to "promise me" - to keep the secret obviously. He never even told his wife. Ned also spend a lot of time dwelling on Robert's penchant for killing Targaryan offspring.
There's been several mentions of a Howland Reed who was with Ned at the time and is presumably the only one else who know's Jon's secret. I'm only a book and a half in and no appearance of Mr. Reed so far. I think this character has been completely absent from the show, too?