Just finished the series and generally enjoyed it.
I think my worst complaint is that it got a bit ... intense towards the end, with all the fighting, especially in the city.
Like the way some of the characters really came into their own, not least Bayaz revealed, and Glotka's development.
I thought I could predict the ending of the trilogy during the first book, and was pleasantly surprised to see how it all turned out for all characters. You've got to be realistic, you know ...
What was especially nice, throughout the books, was the attention to detail. It was rarely obvious in itself, but did show that Joe had some a lot of research and slipped some nice pieces in he'd read or heard.
I think the general brutality of the world - feeling authentically ancient/mediaeval as opposed to nicely nicely good vs evil, in a number of instances - was especially well carried.
The characters, of course, worked very well - but I think the best part of them was their general summary of what they were that came in the last few scenes. Bayaz's comments on Jezal especially rang harsh, but true, and was quite brilliant, really. As was the reality of Logen's history and what he actually was as opposed to what he aspired to be.
I think the only thing that grated on me is that there seemed little reason to have the Shanka, and the Gurkish were just a pesudo-Arabic horde with little real expression. I think a good Gurkish POV would have especially brought colour to the story, not least because of their antithesis to Bayaz (or not, as the case may be) - though not necessary, simply would have been interesting as an afterthought.