I started watching a week or two ago and am about to finish season 2. I'm freaking loving it, and now I'm going to have to read the books too!! I know most people read and then watch, but I tend to do the opposite with everything.
For me as a rule, I prefer reading the book after watching a movie or show. There is so much more information in the books that it fills in gaps that may not have been included in the show. It makes reading it so much more enjoyable to me since you are familiar with the characters. With this series however, either way would be good since the series is so well done.