A bad thing about the books is that unlike, say, the Harry Potter series, there is not much in the way of building to a climax/resolution in this series. You could just about read from the middle of one book to the middle of the next book and call that a volume. With as many story lines as the author maintains at a time, and his apparent intent to keep writing these things for years, they do tend to run on a bit.
On the other hand, the author is doing a great job of maintaining all of the story lines as interesting, semi-distinct threads. And unlike a lot of 'going-on-forever' book series, some of the main characters are actually losing the 'Game of Thrones' and being killed/dying, while others just mentioned in previous books are becoming more prominent.
Worth the time reading them, though the library doesn't have enough copies to give you time to finish each book unless you're reading about an hour a day. You might be surprised how fast that hour is up.