The puritan times one was filled with too much Lovecraftian blather, the pirate one was okay, but its art wasn't the best, and the modern day Gotham city one was too filled with Black Glove-style freak-outs. The plot really got away from Morrison when he tried to throw in a swing-for-the-fences cosmic adventure in at the end. It got way too caught up in Seven Soldiers of Victory-esque discourses on the Omega Effect. By the way, Morrison should stick to writing Batman and Superman, because he can't write convincing Wonder Woman dialogue to save his life. She acted too aloof, too realpolitik, and too holier-than-thou to be true to the character, and her various mis-characterizations were my least favorite parts of the book.
The art kept changing every time Bruce hopped to a different time, but my favorite artwork was probably the weird, almost 3-D art of Frazer Irving in the Puritan section (he must have a knack for drawing Puritans because he also did the art for the Puritan-heavy Seven Soldiers: Klarion the Witch-Boy). Overall, though, if you want to scratch your head in confusion more often, but still want a rewarding reading experience, pick up Return of Bruce Wayne.