I'd only saw the first two episodes of the second season until today when my friends and I power watched all the way up to the episode that aired tonight. The violence in the new episode is like "holy fucking shit awesome."
The books are on my list to read, but I'm a little apprehensive to read a book before that season airs because that's ruined a bunch of TV shows for me lately. (Because of all the major changes made, not because of knowing what is going to happen.)
My favorite characters would include: Tyrion (obviously), Jorah Mormont, Arya, Samwell Tarly, Bronn, The Hound, Salladhor Saan (only in one episode so far, but might be one of my favorite characters), Osha. A lot of cool characters in the show.