Like any series, there are some books that are weaker than others, but overall this is a fantastic series which explores a brilliantly realised world. Book 11 is supposed to be released later this year - I can't wait, the suspense has been ratcheted up about as far as it can go!
Once you get up to about book six (if you enjoy the others) I'd recommend "The World of the Wheel of Time" by Robert Jordan and Teresa Patterson. This contains a great deal of information about the world before and during the time of the Eye of the World and the rest of the series.