(I will try not to do absolute spoilers but this is based on having watched all.)
Having seen bad reviews I started watching thinking this cant be as bad as that, but nearly turned off.
The whole way it was filmed was like some bad Hammer movie. And of course the setting was so obviously not England. 
For me (and I have only heard the radio versions) it is all about Shardlake negotiating the ever shifting politics of the period. So the scence with Cromwell when it seemed that there might be changed narrative on Anne Boleyn was an example of the real drama of the books.
Felt they had turned it into a male adolescent escapades.
Forget about hats, what was that on the top of Cromwell's head? At first I thought he must be wearing a close fitting fur cap, but think it was meant to be his hair. I got really distracted by this!
I have some questions about the plot which seems to have changed "facts" that I thought were important for future books if they make more tv series. But will wait to ask these until most have watched all.
But agree with comment up thread about misrepresenting Shardlake's status in society and suspect that clothing also too rich, and Jack would never have set off for the countryside in basically court / high society dress.
What a shame. Not saying I wanted to sit through the dreary candle lit scences of Wolf Hall, but I suppose they thought the audience wouldn't relate to someone living in plain clothe and just getting by financially - and of course the whole social strata obstructions.
I think Peter Firth was having a good time with his short scenes!