Just finished reading the fourth in the Ice and Fire books by grrm on which the series Games of Thrones is based. The story is gripping (although a little less so on the last book so far, which did get a little tedious at times for me), the characters are believable.... there's a fifth book coming out in July and I can see there must be a sixth and probably a seventh one to wrap the story. But it is so, so bleak! grrm himself says it is a big story, with a cast of thousands, although he does his best to thin out those thousands to,er, more manageable numbers, perhaps, by killing them all. It is a bad idea to get too attached to any of the people you encounter in the books or you'll end up a little heart-broken.
The HBO TV series based on the first book is very well done and there hasn't been practically any of the 'but-it-wasn't-like-that-in-the-book' that I always get in movie-based-on-book-I've-read.