To be honest, I didn't like it much at all. And I'm a freaking artist who really digs this stuff! I had such high hopes for it, but it seemed to me like everything that was done was done just for the sake of weirdness. It's the Wizard of Oz story, but without any likeable characters. Yes - the visuals were fantastic, but so what? I like Neil Gaiman. I love Henson Company. I really didn't like this movie. But I would still recommend it just because it is so out there and different from the norm.
Reminded me a bit of The Cell - another movie I disliked against my nature. All style and no substance.