I read the first book in this series when it came out, and hated it. I'm not sure if it was just my expectations of a Cthulhu Mythos story, or that, along with subverting tropes of the mythos, he's subverting a lot of modern ideas about fiction. But, I hated it.
Since then I've read Star's Reach, his occult detective books, and I have a better handle on what he's trying to do. JMG has definite ideas about what he wants to write about and it's not the things that drive most modern fiction. Now that I'm on board I am really enjoying these, and the good thing about coming back to them later is I have quite a few to read.