I was one of the last geeks to have not read Game of Thrones. Until this week when I finished it =)
It is indeed well done. Though, the people were not as objectionable as some reviewers made them out to be (maybe reading Empress a couple years ago increased my threshold for amoral characters... well, no, there's the Elric books, Tanith Lee's anti-heroes, quite a few more).
As of the first book, I like Tyrion and Arya the most. I dislike Sansa the most.