The show stops at book 6, so there’s a whole chunk you never got to see! (Plus some changes in characters/plot that were necessary to streamline the show) I liked both for different reasons, but there are certain characters that definitely got an upgrade in the show because the casting was so goddamn amazing (Ashford’s role was expanded because … David Straithern)
Another couple series came to mind as well: The Codex Alera and Cinder Spires series, both by Jim Butcher. Cinder Spires is ongoing, the 2nd book just came out.
I think the first half of book 4 dipped a bit in quality due to some weaker characters, but the bonkers second half more than made up for it (and the TV version improved on that particular book, IMO).
The show ends on book 6, which means you miss out on pretty much the entire third act of the series. I’d say it’s worth finishing just to get some closure on some of the unresolved loose ends.