Right now the Game of Thrones production is in Iceland, shooting all their north of the Wall stuff. I've always wondered how that worked, in a holistic sense - the locations spanned in any given episode seem too big for a single episode director to actually be there. If an episode has stuff shot in Ireland, Malta and Iceland does that episode's director fly around the world to be on those sets? I'm sure I could find this information out, but I prefer to ignorantly speculate. It comes with the job description.
Anyway, they're shooting season three, which will begin airing March 13, 2013. That'll be one month after season two hits Blu/digital download, on February 19th. That should give you plenty of time to catch up on the intrigue, swordplay and screwing of Westeros. And you should, because seasons three and four are, without a doubt, going to be the best seasons of the show. They'll be covering A Storm of Swords, the best and most shocking book in the series.