I liked Hart's Hope a lot and found it wrenching, with an unusual but eminently penetrable and rewarding narrative structure. It doesn't pull punches, and the internal mythology of the world is something I love, although I don't know if it draws upon things that would bother you.

Also, telophase, how triggery do you find religion/C.S. Lewis refutation? That's the main warning I'd give for Pullman. (I also thiink the third book is rather weaker, but that's for another time.)