I've read the trilogy, but it was a while back. I really enjoyed The Golden Compass, but like Jeffrey, wasn't as fond of The Subtle Knife. It was The Amber Spyglass that really got me. Taken as a whole, the series is very good. I haven't seen the movie though, I've heard it was pretty bad.
I wish I could remember a little bit more so I could have a more intelligent response. I guess it's time to read it again.
I meant to write a bit more but my keyboard was messed up, so here's what i wanted to write the first time :P
The story is deliciously complex, while still being simple enough for light readers to understand. One of the things i found weird about it though (SPOILERS), was that after Lyra meets Will, who is supposed to be her first and true love, the whole story turns in to a hunt for Roger! Maybe Will was a bit naive but I think he would have said something
Also, personally, I don't particularly like the character of Will. It seemed like he rarely had dialog, and was just following Lyra around like a puppy with a magic knife.
One of the moments that I caught that was kind of a "Ah!" moment was a little after Will and Lyra first meet. In the first book it mentions that arguments between children are often settled by their daemons. Will and Lyra are fighting about something outside of the cafe (can't remember what, I need to re-read), and Will and Pan start staring each other down, and Pan ends up retreating back to Lyra's shirt, which causes Will to win the argument! Early signs of Will's daemon!
Adored all three books. My favourite bit (had me howling with laughter at the author's delightful audacity) was when "god" died. He just quietly, and gratefully, returned to the earth. That was sooooooooo cool.
I was introduced to His Dark Materials when I downloaded a massive quantity of eBooks while living in China. Unfortunately, I've not seen any of the other books in the series available for download. (Not that I've looked hard. I'm really quite easily distracted.)
I have to wonder if the audiobook that I listened to was exactly like the book. If it is, then I loved it. I really should get around to reading the rest of the series. My brother insists that I'd love the rest of the series as well.
The book of dust is the fourth book in his trilogy, but not a continuation of 1, 2 and 3, but rather a book of stories in the same world after the trilogy occurs. It is scheduled for publication in April of this next year.