My very strong suggestion is to first of all take your time. If you read like I do all eager to see what happens next it can get ugly because so much happens so quickly!!
But read the first three books and if the fifth book has not come out try to wait for it. Many others on this board have discussed this.
Martin has a distinct style of telling all of the events in a rough timeline fashion but instead of the events being told by one character they are told through various character points of view. For example something important, i.e. a battle, happens in the south. In the current chapter you see the beginning of the battle from one person's point of view who is actually in the battle in the south. That chapter may end with the reader not knowing who won said battle. The next chapter may come from the point of view of a character in the north some time around the end, or slightly after the end, of the battle and you find out who won the battle and other important information. It makes for interesting and exciting reading.
The only problem here is that the last book (a feast for crows) was so big the book was split into 2 parts not broken chronogically, but regionally with only certain charcter points of view in the first book. I thought that it really subtracted from not only his style of writing but the pleasure I derived from reading it.