Again thanks to thremnir, this article provides some hard information: filming is set to begin on the 25th of November, lasting through December 12. So about two and a half weeks. We also learn that filming will be taking place in and around the village of Mýrdal, Svínafellsjökul and Vatnajökul. We had an earlier report that horses were being sent to the hamlet of Vìk, which is in Mýrdal (curiously, Wikipedia informs me that Vìk figures in the mythos of Lost, being the location of a Hanso Foundation research initiative!), so that certainly fits.
More about the Icelandic horses can be found in this article (a brief summary in English can be found here, via the Iceland Review), concerning a horse rancher sending fifteen of them (including two older horses that were to be euthanized but who’ve gotten a new lease on life thanks to their previous experience in pulling wagons and being used in events) to the production. This is the same person who first noted that his horses were headed to Vìk. The article also notes that a crew of 60 will be working on the filming in Iceland. This is on top of the 55 extras that one of said extras, Hjortur Smarason, says were selected in Iceland (amusingly, the first article above notes, of the near-1000 who applied, just over 50 were selected, mostly bearded, tough men… but some “unbearded” women). According to his tweets, he’ll film over several days, and has been told that he’s part of “Ygritte’s Wildlings”.
With the Game of Thrones wrap party all done, and the November 18th wrap date looming, it sounds like there’ll be a week’s break and then on to that final stretch. Months of post-production remains (including the inevitable ADR, bringing in actors into a recording studio to clean up dialog that didn’t come out well), but we’ll be that much nearer to the April 2012 premiere of the second season.