I gave up on Stephenson at Quicksilver. I didn't like Cryptonomicon, but liked his previous work so I gave Quicksilver a try. It's very rare that I don't finish a book, but I didn't finish that one.
Funny, because I love the baroque cycle. The enormity of it, and how it feels you can just go to this world and look around as the story meanders in the background.
Now that you say it, I think his later books spend too much time on "putting you into the world" and not enough time of actually interesting things happening in the world for my tastes.
I lived that series. I think his books depend on how much time you can devote to them. If you can read for hours on end the. They are great, you can really immerse yourself in them. They are not books you can read a few pages of every now and then.