They're an amazing band and have a very unique sound. Most people like to compare them to Iced Earth, which may have held some water with the demo, but not with their newest release. It's just a shame they haven't been picked up by a label yet.
Check out their website,
http://www.winterfell.org
They have a downloads section where you can download the song "Asatru" off their latest CD, Veil of Summer. It's probably the catchiest tune on the new album (not my favorite though. My favorite is the song "Once And Again"). Also up there are a few clips from the premaster of the album and also two songs from their demo CD. Definitely check out the song "Winter Is Coming". The little "blizzard of guitar" (as I've termed it) at the beginning of that song hooked me instantly, and I haven't looked back since.
Feel free to join the forums too, everyone is always welcome. As you'll see, I'm a very regular poster there
Lot's of cool people who listen to a wide variety of music post there.
Also, as mentioned previously, the band's name is taken from the series of books "A Song of Ice And Fire". I just finished reading the first book, "A Game Of Thrones" and it was a great book, one of my favorites I've ever read. So I'd definitely recommend checking out those books too.
Yeah Prog Maiden, that was them you saw opening for Symphony X. And like was mentioned they've opened for Kamelot too, and were supposed to open up for the Saxon show at Jaxx before the tour got cancelled. I've been seeing their band name popping up a lot all over the place lately, so they've been starting to get their name out pretty well.