One of the things about his books that I love is how each one creates its own world, its own reality. This is usually couched in some other reality--a mental institution, the streets of New York or like here, early 20th Century Montana.
In many ways these new versions of the places are more appealing than the reality (if you don't mind people occasionally being torn to pieces). He creates a magical world and fills that world with characters you care about. You may sometimes hate them but even the ones you hate you can relate to.
Here is the other thing; Lone Woman may be his best effort yet. Previously I would have said Big Machine but Im revising my opinion. When you ask fans of the writer what their favorite is you are likely to get different answers. I will confess that I didn't love The Ecstatic but given how much I loved his other work I more question myself than Lavalle. What is wrong with ME that I didn't get the book?
Another of his books, The Changeling, is about to become a limited series. Truth is that most of his books really lend themselves to translation into movies or TV. I just hope Lavalle was involved in the script.