There are a total of 4 books out so far, with the 5th coming out this July. Each book is huge and could have been easily split up into two or three smaller books.
If you're thinking about getting the books because you like the show, just do it. There is so much stuff going on in the story that it is impossible for them to stuff one whole book into a single season without cutting out a lot of content. I am biased towards the story, because I enjoy reading the books but I do believe that I enjoy watching it much more and am able to see things that a newb to the story would not.
Another thing is that, even though it's HBO and an adult themed show - there are a lot of things from the book that I don't think they'd dare put on TV.