Awesome series so far. I'm 1/3 of the way through book 3, Storm of Swords. Is it slow sometimes? Yes. Is it impossible to keep track of who is related to who and who supports who? Almost. But still, these pale in comparison to the fact that I'm almost always caught completely by surprise by the plot twists and deaths which is so refreshing. I honestly can't think of a book that I've read that's quite like this.
I actually like that GRRM has focused more on the people than the magic too; I didn't think I would but he introduces just enough myth and magic to keep it interesting and in the realm of fantasy.
As for an ending, who needs it. Sometimes a story is worth reading even if it doesn't reach a culmination, like enjoying the journey to a destination; arriving at the destination (or not) shouldn't detract from the enjoyment that's gotten from the trip itself.
Not a series I would recommend to most people though; it's way too heavy and convoluted.
As someone mentioned, Mistborn is equally original and enjoyable (and almost as surprising) but is easier to read and has a more traditional format and pace. Someone also mentioned Magician; it's in my top 10 books of all time. It's hard to believe that the later books were written by the same author. Good thing Magician stood fairly well alone.