There is a difference. Some movies are better if you watch them before the books. This is not the case for A Series of Unfortunate Events. Quite the opposite. Books before TV Show/Movie, no exceptions. Trust me, you'll enjoy both much more of you read before watching. And the TV show really isn't as good as the books. They add things in that aren't in the books and they change a lot of things. I mean the TV series is okay, but it's very goofy and just doesn't really compare.
Sorry, rant over, in short, Read. The. Books.