By far the best online game series available for the PC at the moment.
The Nightfall campaign was long and challenging, with many interesting twists to the story. When we completed it we bought Prophecies and then Factions very soon afterward and continued our great enjoyment with new characters. We have 3-4 level 20 characters each for when Eye of the North comes out later this year. Really looking forward to that!
Throughout our gaming with GW we have only two complaints. Some of the missions are just a little too challenging and could do with a save feature or a resurection shrine in them. The challenge does make you re-think your character builds and can be good in that way.
The second complaint would be the penalty for dying. Minus 60% can be very severe and can force a mission restart as it's almost impossible to reduce it back to zero once it becomes this high.
My girlfriend and I have had months and months of great fun playing the GW games and have not seen any other game to even come close to eclipsing them.