Before I started reading the books (having watched the show first), I thought I'd wait to watch each season before reading the corresponding book. I bought the first book only, figuring I'd read it and then decide what to do. But then, when I was done with it, I was like "Yyeeaaaaaah no, can't wait".
I didn't like the idea of having the show spoiled, but I don't really care anymore, because the show is different in its own way, and there still is the excitement of discovering how well they've adapted the books.
I've watched the trailers for season 2 and I think I'm even more excited than I'd have been without the books.
Now, the other choice is fine too, but you'll have to wait for years before being able to read all the books. It's up to you, but you can wait until you've finished book 1 before making the choice.