After finishing the 2nd book of the Millenium Trilogy, I decided I didn't want to wait for the 3rd and final book to come out in the US, so I got it from Amazon.co.uk.
It's a mammoth book: 745 pages or so. Reading it was my principal occupation during a day at the Lake this weekend.
I don't want to give away any spoilers, since it's pretty certain that no one's read the book, so let me address the series as a whole.
These three books roughly comprise a trilogy, but they weren't intended to. The author hoped to write 10 total, I understand, and these are the first three. The only three he finished before he died (all were published posthumously). You can tell at the end of the last book that there is more to come, but they still do form an effective set.
They are well plotted, the characters stick with you, and they are page-turners. I loved them.
But their flaws are almost as large as their strengths. The books at time read like a journalist's fantasy. Crusading journalist gets the huge scoop and also the girl. In fact, lots of girls. If there is any woman described as reasonably attractive, you can bet she'll sleep with the hero.
Again, don't let that keep you away. They are still very good books. They just … needed a little work. While reading them, whenever I got something I didn't like I'd shrug and say, "ah well, the author died before he could fix that part" and move on. It worked every time.