My rating: 4 of 5 stars
I've been reading this series since a friend loaned the whole collection to me about three months ago. It's profoundly satisfying. Not only is Mike Carey an exceptional storyteller (I'm also a fan of his Unwritten series), but he weaves an enormous amount of diverse mythology into a complex arc. Basically perfectly. His characters are superb: sympathetic, alarming, funny, stubborn and striving for selfhood in the fiercest way. The slant on theology is fascinating. The artwork is stunning, and subtly appropriate to each mythological or atmospheric setting. Superlatives everywhere, is what I'm saying.
If I try to go through and review each volume separately, I'll lose my reviewing momentum, so I'm just sticking to this one. Standout volumes for me were Lucifer 2: Children and Monsters, Lucifer 3: A Dalliance With the Damned (it turns out Hell has an obsession with 18th century high court manners) and Lucifer 11: Evensong.