I actually enjoyed it a lot more than I thought I would!
I hate to say it, but the first few pages turned me so far off..it took me several more chapters to warm up to it. I don't know why..something about the beginning just irked me.
I especially liked Ivan's mother, what a cool lady! And I found the stuff about protections and witchcraft to be very interesting. I didn't actually really warm up to the book until they arrived back in America, because I wasn't all that crazy about Katerina's kingdom...although I like the end and the problems they faced, that sooner or later the children would have to choose a place.
I also thought it interesting the part where Katerina wonders if clerics are actually subject to her rule or not, as that's exactly the problem that led to the murder of St. Thomas Beckett. (Beckett claimed he was subject only to God, whereas Henry said Thomas was subject to him as well, in a nutshell.)
Wench, have you ever read Neil Gaiman's American Gods? He also deals with the "where do Gods go when there are none left to believe in them" thought. I also wonder if you've read any Rosalind Miles (a good question for all you pagans out there actually!)