The books in order are:
The Last Kingdom
The Pale Horseman
The Lords of the North
Sword Song
The Burning Land
Death Of Kings
The Pagan Lord
The Empty Throne
Warriors of the Storm
The Flame Bearer
War of the Wolf
Sword of Kings
War Lord
I have seen some differences in the TV series compared to the books. Some characters have died differently in the source material than how it is portrayed in the show. I am enjoying reading the books and I am looking forward to season 5 when it is released. It helps that Alexander Dreymon is easy on the eye and reading the books gives more of an insight into the character of Uthred's thinking and why he does everything. I find I am reading it in the characters accent when Uthred is speaking. I am compiling a list of all the place names used in the books. I can work out most but I need to refer to it a few times.