I watched this show due to someone's advice and I wasn't disappointed.
Its mythology and overall story was brilliant, the photography was fantastic, costumes and make-up equally great, the characters and actors portraying them were pretty damned good... and I think HBO should have allowed it to be completed as the creator imagined it, if nothing else, because it was such a well made piece of art... ars gratia arsis.
HBO disagreed and I will hate them for that always. Not like they care, but I still will.
If by any (small) chance you're deciding whether to watch it or not and you think my opinion counts, then do watch it. Really.