I finally watched this most recent season, only started season 5 about a month ago. I didn't want book spoilers, but decided to just watch it anyway. Sounds like GRRM has different plans anyway.
Anyway, my main thoughts are that I doubt we'll end up with Jon, Dany and Tyrion teaming up in the books, feels too fanservicy. And I personally thought Arya killing all the Freys was one of the stupidest things to happen on the show. It was so glossed over, just felt too convenient. I hope her training leads to something else in the books, and that the Freys are taken out some other way.
Overall though, enjoyed the hell out of these past three seasons. The pacing got weird, but if nothing else the show stayed interesting. Kind of weird how things they skipped in previous seasons came back, but in the wrong order. Smart though.