First let me say I know that there are many people who adore this series, and I respect that. For your own peace of mind, and mine, maybe stop reading now. For I did not find A Song of Ice and Fire all that I was lead to expect it to be.

Disclaimer: The following review is highly subjective and contains spoiler

For the first two hundred something pages of "A Game of Thrones", I was thrilled enough to buy the boxed set. If I hadn't, book three, "A Storm of Swords", would have been the last for me, and possibly I wouldn't even have finished it.

So, what was my problem?
Great expectations, so to speak. From what I had heard about this series, it was better than Tolkien and had basically none of the typical stereotypes of the fantasy genre. It was supposedly well-balanced (something that always appeals to me as a pen and paper player), well-written, and flawless... Nope, it isn't.

First of all, I expected a great fantasy epic in the league of the Lord of the Rings, but for quite some time I got a historical fiction series which transplanted the War of Roses and other bits of British history to an imaginary world. The fantastic elements seemed more decorative than a necessity to the plot for quite a lot of the time. Yes, the dragons were said to be important for the overall great plot of Targaryens returning to power – but as far as the books reach now, their maximum use was to set the occasional enemy or shepherd boy on fire and otherwise be kept locked up. And yes, there is the whole Bran plot line. But so far there hasn't been anything useful coming of that, or even any explanation for the rising enemies, white walkers, or Coldhands who seems one of those but actually helps the heroes.
None of the fantastic elements feel as if there is an actual system of magic with rules and regulations behind it all. They seem to be put in place mostly for showy effect. If otherwise, I guess one of the two (said to be) following books will have to focus on that, and nothing more, to make it comprehensive.

The other book, then, will have to deal with wrapping up the stories of characters not accounted for by Bran's or Daenerys' more magical plots. As of “A Dance with Dragons”, they are scattered all across this fictitious world, without much connection and not exactly quick ways of transportation. Arya will take a few years to become the super-assassin she seems intended to be. Sansa is still busy being object of desire/ward of Peter Baelish in that remote valley. The other potential dragon rider, John Snow (who so obviously is the late Ned's nephew by his sister and Daenerys' also late father – gosh, they'll have so much to talk about once they're married as brother and sister should be!), is kind of dead or dying – which, of course, is nothing that ever kept anyone from mucking about in Westeros, is it? And then there is Cersei, and Tommen, and Jaime and Brienne, and, oh yes, Rickon Stark who supposedly also wanders about still somewhere, and the Ironborn, and Theon.
I don't quite see how Mr Martin'll do it in two books without pulling some cheap tricks. And neither does he, it seems, when you look at the publication dates have come and gone...

Then there is this whole topic about female representation (which seemed to me bound up in clichees from the 1950s, such as a lack of brains, self-discipline, and independence – even Brienne of Tarth regularly needs men to save her from her enemies) here, and sexual encounters which so often are strongly initiated (not to say: violently forced) by the men. I'll leave it at that, or else this will turn very long and ranting.
In the same field, somehow, there is the gods. This is so blatantly directed to show that Christian monotheism is the right thing that I wanted to scream at points: Who is the only God here who gets things done? Not the old heathen tree gods, not the newer, more civilized Seven – but the one God of Light. Anybody else reminded of some guy with a typical halo whose followers had a nasty habit of burning people at the stake for a while?

So, to cut a long rant short:
A Game of Thrones was a historical novel with some fantasy stage props, but it wasn't a bad read at all.
A Clash of Kings was my favourite part, with less action, but more general development story-wise.
A Storm of Swords was a bloodbath where I felt that even the author sometimes forgot where he was headed, with all the rolling heads and hacked-off limbs, and so forth.
A Feats for Crows was like reading about people doing everyday housework while a radio in the background lets you know that there are interesting things happening elsewhere – which you don't get to hear about, though.
A Dance with Dragons was not quite as bad, but it definitely had too many characters just moping or being indecisive which lead to an (unnecessary) lack of development in the greater plot line.

Having begun to watch the TV series now, I can see where the adoration in many cases comes from. This adaption is much improved due to strict editing, and if you have the TV characters in mind while reading the books, they might even overlay their shortcomings (of intellect in female characters, for example) in print.

If you haven't read this so far and haven't watched the TV series, but would like to, do not expect as much of it as you will have heard people praise it for. Make allowances for lengthiness and clichees. Then you might be able to enjoy this more than I did.