Next, there is the religion. In a world where religion is such a powerful force, it would be easy to have characters with little or no free will, but that is definitely not the case here. There are 5 gods (Mother, Father, Son, Daughter, and Bastard) who can't interact with the physical world except by working through people. And they can only work through people who allow them to do so, and even then they are limited by the abilities of those people, including their ability to open themselves up to the gods will. While people who interact directly with the gods are (mostly) revered, their personal experiences are not always positive. Being touched by the gods isn't easy. On top of that, not everyone believes in all the gods - there is a faction (called the Quadrene heresy by the characters in this story) which doesn't believe in the Bastard, although it is entirely clear to everyone who does believe in him that he exists - but you can't have a personal experience of a god you don't believe in, so they continue to disbelieve. I'm not entirely sure why, but I find this extremely cool.
Then there's the story itself, which is awesome. There's a curse (obviously), devious political plots, the coming of age of a princess, a couple totally awesome love stories, exciting chase scenes, all that good stuff.
Finally, I think what makes me absolutely love this book was the characters and their motivations. The world is consistent - you can see how political and social structures have come to be. The characters are well motivated - at no point are their actions contrived. Actions all have reasonable consequences.
This book totally blew me away, and I'm already working my way through several more of Bujold's novels.