Read the books. They are about a million times better.
First season was really well done. Followed the book for the most part and the sets/costume design is incredible. Then they HBOed it. Throw in mountains of boobs, gratuitous sex scenes, and you've got the rest of the series. Second season sucked (the second book is the most boring, to be fair) aside from the Tywin and Arya Stark scenes, and I faded off pretty quickly after that. There are definitely some fantastic, and highly satisfying episodes throughout, I just wasn't impressed overall after the first season.
Everyone else in the world seems to love it, though.