I enjoyed The Professor and the Madman, though I don't think it was Winchester's best work. I was fascinated at how long the OED project took (and, like a previous poster said, that it wasn't halted at some point along the way for any number of reasons.)
Many of Winchester's books have several story lines that intersect his main focus, and he spends quite a bit of time on each of them. Personally I like the way that type of non-fiction humanizes events and puts them into a broader perspective - era, consequences, etc. With Madman, I got the feeling it made what might have been an otherwise dry story more interesting. YMMV.
I thought both Krakatoa and Crack in the Edge of the World were fantastic.