My 5 cents, the first book is better than it gets weaker for each following effort, it's not great litterature by any means, to be quite mean you're kinda of happy there won't be a 4th volume the themes are interesting about how machist Sweden is and what really goes on there behing the cover of social-democracy , but in a way the writer makes a mess of them all. Still kudos for creating a character like Lisbeth Sallander. Wouldn't be suprised if she gets a life outside of Larsson's imagination.
I found the second to be the weakest, mainly because Lisbeth is gone for a large chunk of the book. Thought things improved a bit with the third, but have to agree that the first is the best, as far as I'm concerned.