No, I wouldn't recommend the books. The first three books are okay. But the last two are quite boring and if you know what is going to happen, you really have to work hard to get through them. I think the writers of the show did a great job bringing the saga to life on screen (with a few minor hiccups here and there.). They skipped most of the tedious parts.

Besides that I wonder if Martin is ever going to finish the novels. I'm afraid (or not) that we're going to have to live with what the show shows us.

I started reading the books after watching Seasons 1 and 2. I would recommend reading the first three books because they fill in a lot of the holes that the show left out.

Books 4 and 5 are different enough from the show that it doesn't really matter which order you watch/read in. I generally enjoy watching the show more if I haven't read the books because I like being surprised by what happens. I also didn't care for Books 4 and 5. I found them really difficult to get through. They are very dry and detailed. The show does a really good job of editing out the more boring aspects of the books.