Read the first three, haven't bought the fourth one yet, (Dance with Dragons). I'm not going to read it until the fifth and final one comes out.
I really really liked books 1 and 2 - at one point in book 2 I stood up and yelled, "NOOOOOOO!!!" Great storyline and writing.
However, book 3 seemed to just drag on with many words and not much going on. I find it became somewhat 'Robert Jordanish'. I have seen bits and pieces of the HBO series, and I think they have captured the essence of the book.