Nameless is a good read and dense enough like many of Morrison's comics that you can read it over again multiple times, but I don't know that this is anything crazier or more far out than The Invisibles, The Filth and Flex Mentallo.
The story focus has changed already a couple of times in Nameless, so I don't quite see how it wraps up in three issues, but with these Morrison comics you just strap in and go for a ride.