An excellent first five chapters which are pretty well documented and have nice code that works at his website. From there the quality is widely considered to drop off. I personally found the exercises a good way to learn basic things about the techniques and trade-offs involved in sampling from multivariate probability distributions.
A well written guide to Bayesian R computation, one thing which really bugged me was the fact that the list of commands were given at the end of each chapter thus it can be confusing at first because we are not told what the commands are meant to do. A lot of the ideas could also be elaborated more too.