I'm just getting started on, i.e only ~300 pages into, 'The system of the world', the third and final book. Personally I think 'The Baroque Cycle' is excellent. I would however advise you to test the waters with 'Cryptonomicon' before you start on the cycle. 'Cryptonomicon' is wonderful and much closer to the cycle in style than Stephenson's earlier science fiction works, the plot is also connected to that of the cycle, albeit tenuously. If you can get through 'Cryptonomicon' then you will be ready to face 'The Baroque Cycle'.
TTFN,
WK