I happy with the way I've done it. I'm currently reading the series (book 3) and started the 1st season(which = 1st book) about 2 weeks ago when I was either at the end of book 2 or begging of book 3. Anways, my point was, I enjoyed watching the characters I already knew on the tv. And for some reason it's not like normal book to screen where it's a disappointment. Probably because while the books are awesome for a lot of reasons, they can also be ALOT to maintain in your head with all the damn characters, history, lands...etc and seeing the mental images on screen really help solidify some things.
Also, and this just might be me, I can't stand and really never do read a book after I've seen the movie. It feels as awkward as shoving a square through a round peg.
(BTW, has anyone had the daunting thought that it's going to take us 6-??? years to get through the shows?)
Also what'll happen if it takes over 7 years for the next 2 books to come out? G.R.R. has taken 5+ years to write books in the past and there are still 2 more books to go. So it's conceivable that they finish the 6th season before the 7th book has even be written.