From my google hits:
What episode will the Rainbow Guard be in? Assuming season 1 takes us all the way through the first book (the only one actually called Game of Thrones), we’ll meet the Rainbow Guard in the first few episodes of season 2.
As always “Should I read Game of Thrones first?” Yes! I advocate a read-along, with a read-ahead in the off season. It’s worth not having the suspense to have an understanding of who everyone is and where their actions are taking them.
and inexplicably “What order should I read Game of Thrones in?”
Game of Thrones
Clash of Kings
Storm of Swords
Feast of Crows
And of course A Dance With Dragons will be out this summer…