I thought they were really great! I think the first one was the best, then ... um the second!! And didn't really like the third, it seemed too different.
[SPOILER FOR 3RD BOOK]
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I didn't like the way Mrs Coulter suddenly changed, and became all protective of Lyra, or that she died ... or did her dad die?... to help Lyra... It just seemed really weak, I thought she was the main villain.
I also thought that it was a bit lame about them falling in love. I mean, I got the impression that they were only like 14. It's way too young. I can understand that they might be close, or be like brother and sister, but I don't think they could be in love. I think Philip Pullman was just trying to make too much happen at once.
Another criticism (!) is the whole killing Metatron (was that his name? Sorry, I read the book aaages ago!!) It was too easy. I mean, he was made out to be a major enemy.
And I think the ending was too complicated. There seemed to be half a million battles all going on at once.
I didn't like the way he protrayed death, or the afterlife, or whatever, either.
[END OF SPOILER]
At first I also didn't like Will's character, but I got used to him.
Don't get me wrong, I loved the books, I just... think that Philip Pullman tried to do too much...