As they were conceived as a single volume, I will review Dust of Dreams (2009) and The Crippled God (2011) as a single volume, despite they were published as two separate books. No spoilers.
Fairly or unfairly, epic fantasy series are often judged by their closing volume. Throughout a series, things have been building, ramping up, and are ready to explode by the end—to provide readers the catharsis via fireworks they have been lead to believe will occur. The Malazan series has been a little different, however. Each of the eight books leading to the closing volume has been insular, closed off. Overarching threads of story and certain characters, bind the series together, but the concerns of a given volume remain inherent to to themes and characters to that volume. Which is what makes Erikson's decision to do what he did in Dust of Dreams and The Crippled God so... interesting? To explain.
All of the Malazan Book of the Fallen books to date have been massive. Each features ~1000 pages. Each features dozens and dozens and dozens, if not more than a hundred characters. Each features multiple, multiple storylines and settings. The reader has had to max their mental RAM keeping all of these pieces straight—who is who, where they are, and what they're trying to do. Add to this magic, warrens, gods, and characters who can shapeshift and it's a smorgasbord extremely few readers have any chance of digesting their first one or two times through the series. You almost have to take notes.