The first three Game of Thrones books are great (really, the series is called A Song of Ice and Fire; only the first book is Game of Thrones), then it all goes to crap in the next two. I think Martin's lost the narrative and doesn't know how to finish the story, unfortunately.

The good news is that the HBO series is really, really good, and with the speed that they're making it, I fully expect that those guys will finish the series before Martin does. :-)