I haven't watched a single Episode of Breaking Bad or Game Of Thrones. The Walking Dead remains in my Shit to Avoid file right along Titanic.
So take anything you read here with a grain of salt.
The earliest RPG tie in material I can remember getting into was The Iceland Dale Trilogy. I had read other D&D related books, namely the first few Dragonlance Books. Didn't get into those as much as my friends did. Icewind Dale was fun as well as adventurous. I liked it quite a bit, but even then I was starting to burn out on fantasy. I blame the glut of 2nd Edition Forgotten Realms books.
Later came The Ravengers and Holomen. Both of these are tie ins to R. Talsorians Cyberpunk 2020. Apparently they sucked really bad, but man, I read the shit out of both of them and even wanted to try to incorporate parts of it into my world.
Okay, my favorite is almost a tie actually, I love both of these properties equally for different reasons. neither are ties ins to games, but rather have games based on them.
Mouse Guard restored my faith in fantasy. It's different, it's low magic and it's compelling as all hell. If you haven't read it then I feel bad for you.
Finally there is
If I had to pick one of those it'd be Stross's Laundry Novels.