I've heard a couple people mention that there are no more book spoilers yet. That's true for some characters, not true for others. The end of Book 5 and the season 5 finale has some characters ahead of the books, some match exactly, and some are just on totally different paths.
Here's a quick non spoiler guide for those who might want read the books to get a little more on a few characters before Season 6 airs.
Jon Snow - Book and Show match
Daenarys - Book and Show match
Theon - Book and Show match
Arya Stark - Book 5 advances her story a bit. Her arc in the show pretty much in sync with the book with minor differences
Sansa Stark - Book and show are on completely separate paths. Don't know how they can even reconcile it at this point.
Bran Stark - More or less the same place as the book
Littlefinger: - story diverged along with Sansa's
Brienne and Pod - same as Sansa and Littlefinger.
Stannis, Selyse, Shireen - The show has obviously leaped ahead of the books
Davos - Completely different path in the books. However at the end of Book 5 he's sent on a mission that I think will end up in the show somehow.
Melisandre - She ends up in the same place as in the show.
Cersei, Tommen, Margary and rest of Kings landing crew - Book 5 advances their story a bit, but again like Arya most of what happened in the show is in sync with the book
Jamie - On a different path than Book, but nothing that can't be reconciled
Bron - not much role in book 5, I bet that will change in book 6 if the author is smart.
Sam - more or less the same as the book. Different path to same place.
Tyrion - I think it's safe to safe to say the show moved things ahead for Tyrion. Tyrion is basically picks up the role Barristan Selmy had in the books
Jorah - same as Tyrion.
Grey Worm and Missande - More or less in the same position as the books.
Daario Naharis - Show changes where he ends up, but it's possible the books might do that too.
So long story short, if you want more of Arya's story or more about events in Kings Landing, read book 5. Otherwise find something else to watch for 9 months.