First let me start by saying that I might be a little biased in this review. I started reading The Invisibles with the Second Series, so it wasn't until after a few of those issues that I went back to the First Series.
After the totality of violence and conspiracy in the story "Black Science" in the Second Series, I felt a little slowed by the pace of Say You Want a Revolution, with the focus mainly on Jack and his scholarship under Tom O'Bedlam.
The introduction was a needed aspect of the story; however, since we are essentially initiated at the same time that Jack is.
The second story arc "Acardia" was an interesting look at the workings of the The Invisibles as a whole and how each one interacts with the other. I think we could have all done without the perverse nature of the Marquis de Sade, but you slowly come under the realization that Morrison is trying to shock all the taboo out of your system, in order for you to let your barriers down and stop thinking with the mind that "they" developed for you.
Morrison is an incredibly creative and intelligent author who mixes real science and philosophy into an ultimate tale of violence, conspiracy, magic, and sex. This first book may be a little slower than the others, but the entire series quickly picks up speed and you'll soon find yourself unable to read anything else until you finish it.