Disappointing. I'm not into fantasy, so that doesn't help. But this is the first thing I haven't loved by Alan Moore. And I'll explain.
There's too much going on while lacking substance. Are you insane? you ask. Actually, no. If I can summarize the entire novel with a few words, it would be this: symbolism, boobs, legs, lesbians/veiled misogyny, flat characters, cheesy 2000s pop culture, hyperbole, hallucinations, demons, pseudo-mythology, meta like a motherfucker. This whole book is just a far reaching hyper indulgence in the "meta" and the breaking down of the fourth wall. There's a loose plot at the beginning, much like Alice in Wonderland. Alice is bored or whatever, rejects her reality, and wanders down the rabbit hole. After that pretty much anything goes and there's no point to anything. Near the end they explain that everything is symbolism, the action, objects, existence, and suddenly I'm back in high school English reading a fable and trying to figure out what everything means. Your sword is truth, my fist is intolerance. Get off your high horse, which is of course a symbol for intellectual supremacy.
I just found this to be a very dry, tedious, wandering narrative. The dialog was cheesy. The characters bored me. And Promethea, I kid you not, stole some lines from Xena Warrior Princess. The story went like this: girl discovers power, learns to use power, power overwhelms her, ...?..., ...?..., ...?..., the end. So yeah. One and done. Moore is not infallible.