How close is Game of Thrones the show to Game of Thrones the book?

[ Spoiler Alert ]

Just seen Red Wedding last night and wondering whether in the book, it happened exactly like it did. I like the show. It has engaging momentum although once in a while I find myself fast forwarding to scenes of characters I find more exciting.

I’m now interested in reading the book. If you read the books and watched the show, do you think I’ll have a jolly good time-? Thanks.