Hmm,
As an avid Wolfe-r I have to admit I find his whole writing style very engrossing. I think it may be because my background in Classical Studies and Medieval Studies, so I am almost more to the rich history that he develops than to the actual progression of the characters in it.
The Earth of the Long Sun tetralogy has completely different characters than the previous series, and focusses on Patera Silk (Silk being a religious title, kind of similar to a pontifex in Rome under the Republic - authorized to carry out sacrifices, etc.) This one is definetely more sci-fi than fantasy, but in a unique way, a theme that carries throughout Gene Wolfe's literature.
Basically - what would a scientifically advanced society look like years in the future. Let's say that you colonized another planet, but you didn't know how to actually create the technology that you used, you could only use it until it wore out. Then imagine massive periods of time passed, so that this entire world is littered with technologies of different times and places, some still very usable, and this was incorporated seamlessly into the technological advances that this society was able to come up on its own.
These ideas are not new - they have been explored to some extent in the much more accessible Lord of Light by Roger Zelazny, and the extremely fluffy Pern universe by Anne McCaffery. What makes Wolfe special is his literary elegance and philosophical sophistication - when you delve deeper, there really is more there!
I too had trouble getting interested in him originally - started reading Shadow in my first year at Uni, and didn't get past the duel... however I picked the book up on whim about a year later, and simply devoured it - read the whole of the New Sun in about 3 days, spent 2 more on Long Sun, and have recently ordered the sequel, as well as a couple of books that explore and explain Wolfe's universe and philosophy more fully.
Hope that helps!