Having now read a few more of James' books with this protagonist I feel I am now able to comment. The books are well written and I enjoy the mysteries. Rather too many of the ones that I've read have involved Dalgliesh being where the mystery is entirely coincidentally (or not, as one could argue that the person Dalgliesh came to see being murdered isn't necessarily a coincidence).
I am certainly going to look for other books featuring Dalgliesh as I enjoy him as a protagonist. He's not as irritatingly smug as Poirot.
He's not as damaged as Dallas. Unlike Plum, he's actually competent. He's not as miserable as Morse. He has his quirks but, most importantly, he's a competent detective operating entirely within the law and with the cooperation of the rest of the police force.
This series is definitely worth reading.