I've spent many hours recently playing the Westeros mod for Medieval 2: Total War, which lets you control one of the factions vying for the Iron Throne in the Game of Thrones setting. While there are a couple of different commercial Game of Thrones games in development right now I'm a bit concerned that they won't be as good as fans would like, since the first game released had such poor reviews. Mods like Westeros: Total War and other fan created projects seem like a better way to maintain my A Song of Ice and Fire addiction until the next book and new season of the HBO show come out.
Westeros: Total War is the mod I've just completed one playthrough of. It's not complete yet, but all the major factions in the War of Five Kings are present and playable (Starks, Tullys, Greyjoys, Arryns, Lannisters, Tyrells, Martells, Joffrey, Stannis and Renly) and the Westeros map is complete, from the Arbor in the south to the Last Hearth in the north.
My campaign as Stannis started out with nothing but the island of Dragonstone in the narrow sea. With a small army and a few ships, I won a few battles and took several castles in the Crownlands before raising new levies and marching on King's Landing itself. With that city in my control, and with all the money I looted from it, I was able to secure a strong position on the mainland and turn my attention to the other factions. Over many hours I took out Renly and brought the Stormlands under Stannis' control, then it was on to the Westerlands to slaughter the Lannisters, then the Reach and Dorne and eventually I took over the entire continent.
My overall strategy was to focus on adding the handful of major cities and large castles in Westeros to my collection. Winning and keeping places like King's Landing, Storm's End, Harrenhal, Lannisport, Casterly Rock, Highgarden and Oldtown will be absolutely essential to any players success in this game. Since unlike vanilla Medieval 2: Total War, you've mostly got plain castles on the map and no way to convert from castles to towns, you'll have real trouble paying for a large army if you don't secure the few major cities in Westeros.
In vanilla Medieval 2: Total War, it's possible (but difficult) to win with armies consisting of mostly cheap spear militia who overwhelm the enemy with superior numbers, but that tactic didn't help here. Since mounted and unhorsed knights are so prevalent in Westeros, commoners with spears are of really low value in a melee battle. In one hard fight when I had to defend a bridge against a numerically and qualitatively superior force of knights of the Reach, led by Randyll Tarly, I put my spear militia in the front to block the bridge and wear down the enemy force as they made their way across. I kept my knights and men-at-arms in reserve to charge in and surround the enemy after they had defeated my guarding spear militia. It was a bloody tactic to sacrifice so many commoners, but it preserved the core of my fighting force and led me to a smashing victory against a stronger army. Tarly died, and the way towards Highgarden was cleared for my other advancing armies.
There's a number of other mods based on the books for other games, but I'm not sure how far along any of those are. I know of mods in progress for Mount and Blade and Crusader Kings 2, as well as the Civilization games.
The only official game released thus far was A Game of Thrones: Genesis, which was set during Aegon's conquest of Westeros and had nothing to do with the time period the books take place in. It also had poor reviews, and while it doesn't seem like a terrible game it doesn't look like it's worth my time or money to play either. I have a bit more hope for the Game of Thrones RPG that'll be coming out later, but not much more. I have no interest at all in the MMO in development, which I'm sure will just be a boring cash grab while the TV series is hot. A Bioware, Bethesda, or Obsidian developed RPG in the setting would be amazing, but I doubt that would ever happen.
Speaking of A Song of Ice and Fire related software, go check out the Westeros map app for Android. I think it has an iPhone version too. It's pretty useful for looking up place names and figuring out where characters are going when you're re-reading the books again.