I liked it, though I don't necessarily see myself watching this one again.
It was a departure for Woody in several ways. Though he's done dramas before, they're rare. This movie took place entirely in London instead of the usual NYC. Woody himself did not appear in the film and the main character was not the usual obvious Woody stand-in (see Kenneth Branagh in "Celebrity" for a particularly painful example). While the characters had neuroses, they didn't speak in the usual NY/Jewish overly "Woody" neurotic tones.
It starts out as a romance, then turns into a tale of obsessive love, then takes a dark turn into suspense.
All performances were great. The cinematography is up there with Merchant/Ivory. See it if you get a chance.