I'm currently finishing up the third book (Whispers Underground) and I can report that it does indeed stay fantastic at least up to this point, with all sorts of interesting plots and characters and an overarching mystery about a Moriarty-type nemesis which is touched on just enough in each book to stay intriguing without dragging on. The Rivers (especially Lady Ty) remain major characters, as do many of the police characters introduced in the first book, and Peter is amazing and hilarious and Nightingale has all kinds of moments of awesome and yeah! I too was introduced to this series through Yuletide and I am so hooked.
Re: Late to the party