I love McCarthy. Cities of the Plain was good, but the best of the trilogy was The Crossing, IMHO.
Also IMHO, Blood Meridian is on a completely different level from anything in the Border Trilogy. It's just a masterpiece.
I'm now reading "Blood Meridian" and am finding it somewhat horrifying - have just covered the Indian massacre. But I can't put it down. Somehow it's clean in its brutality.