He's very effective at creating an atmosphere of spiritual corruption (hi, Claudius!). However, I think he was less interested in conventional narrative than in exploring Christian believers' spiritual experience. That is, he's not like Tolkien in the same way that The Pilgrim's Progress is not like On the Road. If you don't share his views and read the books as straight fiction I think you would find them intriguing and sometimes memorable but ultimately unsatisfying.