Originally it was planned to be a trilogy, but the author later said it would be 7 books. Of course, that was before he decided to split the 4th book (feast for crows), so we don't know if now it will be 8 books...
I believe before the split it was supposed to be 6, after that it was said to be a 7 part series. A Song of Ice and Fire wiki says 7 as well
1. A Game of Thrones - August 1996
2. A Clash of Kings - November 1998
3. A Storm of Swords - August 2000
4. A Feast for Crows - October 2005
5. A Dance with Dragons - (Announced) July 12, 2011
6. The Winds of Winter - (Forthcoming)
7. A Dream of Spring - (Forthcoming)
Hopefully the last 3 books will be released in the same time frame as the first 3, or we may never see this series complete on TV, or even worse, through the books.