Imho it doesn't really matter, both the books and the show are awesome and can stand on their own. They have significant differences, even though they follow the same broad story.
I've seen both the show and read the books multiple times, just enjoy both on their own merits.
The show stops before the last book. Better to finish the show, then continue with the books to learn how it really ends.
There are some notable differences in events especially in season 5-6/book 6. I had watched the show first, but I would say finish book 6, then watch the show for some nice imagery for the last 3 books.
Without spoilers: some of the characters of the books are omitted and made into (imo) stronger composite characters for the show who play slightly different roles than their book counterparts, but isn't largely consequential to the final books. It's more less your choice which medium you enjoy more, as book 1-5 and season 1-5 play out essencially the same.
I'd recommend to finish the books if you've started and are already on 5. The books do go past where the show ends. I did show, then books. In the lead up to book 5, I was anxious about finishing the story