Combining thermodynamic measurements with theoretical calculations we demonstrate that the iridates A2IrO3 (A=Na, Li) are magnetically ordered Mott insulators where the magnetism of the effective spin-orbital S=1/2 moments can be captured by a Heisenberg-Kitaev (HK) model with interactions beyond nearest-neighbor exchange. Experimentally, we observe an increase of the Curie-Weiss temperature from θ≈-125 K for Na2IrO3 to θ≈-33 K for Li2IrO3, while the ordering temperature remains roughly the same T(N)≈15 K. Using functional renormalization group calculations we show that this evolution of θ and T(N) as well as the low temperature zigzag magnetic order can be captured within this extended HK model. We estimate that Na2IrO3 is deep in a magnetically ordered regime, while Li2IrO3 appears to be close to a spin-liquid regime.