HBO have released a 10-minute feature on the making of Game of Thrones, although there are some new clips and lots of new finished footage as well:
The feature has the first clips featuring dialogue from several characters, including Harry Lloyd as Viserys Targaryen, Aiden Gillen as Petyr 'Littlefinger' Baelish and Nikolaj Coster-Waldau as Jaime Lannister. Whilst they don't speak, we also get some better shots of Richard Madden as Robb Stark and Maisie Williams and Sophie Turner as his sisters, Arya and Sansa. The scale of the sets and some of the impressive Maltese and Northern Ireland locations are also shown off. The most encouraging thing is the enthusiasm that Peter Dinklage (who is playing arguably the most challenging character, Tyrion Lannister) shows for the project and the story.
We also get the first official confirmation that this series will being airing in April 2011. As previously mentioned, this means that the show will most likely start airing on 3 April, unless True Blood is being delayed this year for some reason.
EDIT: This is a slightly longer version of the feature with two new clips, an exchange between Jon Snow and Tyrion Lannister and another between Daenerys and Ser Jorah Mormont.