I just watched the first episode and I loved it. Nothing to complain about except that I was shocked to see the Dothrakis always near to the sea while they're supposed to fear it like crazy in the books.
Other than that the show just stayed very close to the book without being a simple "copy paste", which is great. The actors are all great, the atmosphere is awesome and very close to what I envisioned while reading the story. Cersei, Daenerys, Ned and Robert are exactly like I pictured them.
Also I liked the fact that they kept the "shocking" stuff in the violence and sex scenes, my biggest fear was that they would censure them but they didn't. It's very important to the story and the atmosphere.
Loved the ending too, the scene is very well shot and the cliffhanger makes its effect even when you know what happens next. For people that think it's just "shocking" or "odd", don't worry, it plays a big role in the story, it's not done for nothing or whatever.
Can't wait for the next episode!