On the ninth episode - having read the books, what happened didn't come as a surprise at all. I guess the only surprise was that it happened in the ninth episode. I kind of thought they'd save it for the big season cliffhanger.
On account of books vs. the TV series - I find that the source material is always better than the adaptation. That said, this has mostly been a good adaptation of the books, although I don't quite understand the need for certain "artistic liberties" the show writers took, especially in this season, or the need to replace characters from the books with placeholders. It was bad enough they replaced Jeyne Westerling with Volantis-girl, but to replace a hilariously entertaining villain like Vargo Hoat with some random guy named Locke is something I just can't understand.