It's absolutely criminal how little attention HBO gave this show. It wasn't even brought to Europe, so you can't watch it legally over here. But IMHO it's one of the best TV shows of the past few years, and it's a complete story so no cliffhangers. It's also one of the rare cases of a show being better than the book it was based on, and the book was already a bestseller.
I love it. Have watched it three times. Cried during the last episode the first time I saw it. The book was pretty good, but I agree on the show being better.