I started reading the series mid-february this year. I was already pretty familiar with the gist of the story through osmosis on the Internet and other people who'd read it before, plus the Fantasy Flight board game which is great.
I was hooked right from the prologue. The world-building is pretty bare-bones and the influences behind the people are written right on their sleeves, but the writing and the characters are tops. I've heard some people say they're turned off by the soap opera-ish type of storytelling, bah. I love the situations in which Martin puts his characters.
Even if I knew beforehand about a certain character's death in AGoT, my heart was still trying to get out of my chest when it did happen, I guess I was hoping that the story would play out differently, or thinking of all the ways it could have gone.
I read through the first three books in a row, and am now taking a short break before Feast to read Wise Man's Fear, While-Luck Warrior, The Heroes and maybe some others.