I've just finished the 3rd in the trilogy and really enjoyed all 3, although I think the first 2 are the best. The 3rd is just a continuation of the 2nd and concerns itself with Lisbeth's trial pretty much exclusively. I do enjoy a good thriller and found I didn't guess the ending of these much before it happened, which is unusual.
I learnt some interesting things about Sweden - how they actually do buy stuff from Ikea, it's not just an export! They seem really into their coffee, everyone has a coffee machine, and you get a good idea why the Swedes have such a reputation for sexual liberation - Lisbeth will have sex with anyone, Mikael's only criteria is that the partner has to be female, and Erika dreams of threesomes.
The author does a reasonable job of the female characters, although you can tell it's written by a man by the little things - whenever a female character's clothes are described, they're all dressed pretty much the same on the whole - I find that often happens with male authors.
The 3rd book in particular got a bit confusing with all the different types of Swedish police, and especially so with at least half of the characters having a name ending -sson!
Overall I'd recommend them if anyone's thinking of reading them - pretty easy reading and a rank above most thrillers.