When I started reading the first thing I noticed was how simplified the show was. Combined characters and such. Getting to the same place by a somewhat different route. Stuff they cut resulting in different plots for some characters.
Much less dense with the noble houses and some of the battles.
Personally being a political junkie even for fictional medieval politics, I love all that stuff!
It is worth reading A Knight of the Seven Kingdoms and GRRM's "history" of Westeros for various other backstories that are not explored in the tv show, and only hinted at in the books. Whether there is anything left of the Blackfyre underground after five failures -- other than the Golden Company -- is an open question. But still, the prequel stories give an idea of the depth and duration of the intrigues that are rattling around in GRRM's head.