I have just finished watching. WOW! That's what I can say! The imagery is dazzling in it, and likewise as mentioned above Michael Nyman's score was amazingly atmospheric.
I can see that it is a film which you are either going to love or hate. No saying it is average.
Mirren and Gambon gave very strong performances.
I suppose there is the anti-Thatcherism and rallying against the "greed is good" of the 1980s in the film's subtext as well.
I seem to remember that this film did quite well in the UK on the video rentals, it seemed to be in the Top 10 for quite a while.
I haven't seen any of Greenaway's other work(e.g. Drowning By Numbers, Baby of Mācon, Prospero's Books, Pillow Book, etc.). I'll be sure to check them out.