I have read Wings of the Dove, Turn of the Screw and Portrait of a Lady and to be completely honest, I don't understand all the fuss. The concepts and story progression are good in all three books, but the writing is somewhat scattered and difficult to follow, at least for me. His female heroines are often tinged with a hint of arrogance and I find them difficult to resonate with.
I am, however, attempting a second read of Portrait of a Lady as it has been almost 10 years since I last read it.