The Zimiamvian trilogy is a philosophy beautifully realized through Eddison's deftly extruding a world based on Beauty, his "fundamental value" of the universe (but how it's accomplished you'll just have to read for yourself). The fact that he starts with a philosophy means that his mindset throughout Zimiamvia is consistent and allows him to progress confidently through plot, prose, and poetry.
He describes environments with sumptuous imagery, but the best of his writing is in how he conveys that which is left unsaid: in the wonderful, bantering conversations, in the way Fiorinda conveys so much in the simple tilt of her head. Indeed, transitory beauty found in the fleeting moment was one of Eddison's obsessions, and important to the books. Simple gestures create changes in mood and atmosphere and it's fascinating to see Eddison impart these sweeping temporal phantasms again and again.
My only criticism is that Eddison's Victorian sentiments towards the roles of men and women can be quaint. But he obviously loved these characters and his commitment to them and to the philosophy behind Zimiamvia makes them utterly convincing, and such anachronisms are easily forgiven. After all, he fully admitted that his idea of utopia might not be everyone's.
This edition of the Zimiamvian books (Mistress of Mistresses - published in 1935, A Fish Dinner in Memison, and The Mezentian Gate all in one volume) also has the benefit of an introduction and wonderful footnotes by Paul Edmund Thomas which helped me since I'm uninitiated in the scholarship of Scandinavian and Viking sagas and a little rusty on some of the classics, to which Eddison makes copious references. I don't know if the individual books have the benefit of such notes, but I would recommend seeking out a copy with them if you're not intimately familiar with those subjects (also with Renaissance Italian political intrigue, European art history, and, in one passage, cricket match terminology). But please don't let this deter you from reading these marvelous books. Thomas' notes are conversational and even funny sometimes, which makes them very accessible. As of the writing of this review, the book is out of print, but I easily found a cheap used copy online and I encourage you to find one, too.