*clears throat and puts on Northern Ireland Tourist board hat (I will be seeking commission soon)*
Loads of it was filmed in N.Ireland. There is an organisation doing tours:
http://www.viator.com/tours/Belfast...iants-Causeway-Tour-from-Belfast/d738-5844GOT
But! Northern Ireland is tiny and most places are within a hundred miles of each other, with a reasonable road network.
I did a thread about some of the places I thought I'd try to take in this summer (just cos my hols happen to be there, not because I'm madly keen on GRRM)
http://www.sffchronicles.co.uk/forum/541073-my-grrm-tour.html
but there are others not mentioned here -- a lot was filmed in Warrenpoint and also in Tollymore Forest.
If you were going to do it, I wouldn't rule out doing it yourself. Fly into either of the Belfast airports, and head up the North coast (where the Giant's Causeway is), where the ones on my thread mostly are, then back down to Belfast and the county Down ones. There's loads of accommodation, the roads are generally pretty traffic free (except for tractors) and it's pretty cheap to visit, and, contrary to the aspects we show so readily on the news, people are very friendly and welcoming to tourists. There is also an exhibition doing the rounds of the province that sounds good this summer. If you google Game of Thrones Northern Ireland, you'll get some stuff there. Good luck!
(I will also be fair and point out Croatia does some, too. But we're much better craic.
)