The Hero of Ages is the final book in Sanderson's Mistborn Trilogy. I will inevitably be incorporating all three books into this review, but I will try to focus on the third book and avoid spoilers.
In general this book provides a satisfying and interesting conclusion to a great story. Sanderson is one of my favorite fantasy authors, and easily the most prolific of the authors I really get excited about reading. His books have really well thought out and unusual systems of magic in the settings. They have specific rules and limitations and sort of make sense in the settings. In Mistborn, the three magical disciplines are all intertwined and the reader gets a better and better sense of them as the story progresses. Particularly in the third book, the intricacies of the magical disciplines are key to the story's ending.
One thing Sanderson seems to have a thing for is settings with religions that are firmly grounded in reality. There are "gods" running around and influencing the world in ways that require no more faith than, say, believing in an exceptionally powerful king or other leader. Mistborn, despite featuring a "religion" or two fully backed up by history, evidence, and "gods" in living memory involves a character having a crisis of faith. It seems a little contrived to me. Sanderson seems to think that a non-believer can choose to have faith and believe in something that he just doesn't believe in. I would tend to disagree.
I never got super excited about the main characters in Mistborn, at least not as much as I feel I could have been. I can't go into much detail without giving important spoilers away, but the story of the main characters never really appealed to me much. I was more interested in the peripheral characters such as the Kandra or the other Allomancers who are generally ignored.
I think this review might come off more negatively than I intended. Mistborn is a fantastic story with generally interesting characters and a really, really unique setting. Sanderson's writing is never slow or boring, you always want to know what happens next! The Hero of Ages and the entire Mistborn trilogy is certainly worth reading, particularly if you like your fantasy generally happy and upbeat, without dismal human failings and cruelty. Sanderson is a perfect heir to Robert Jordan's throne, since his writing is similarly "tidy" as far as limiting the depravity and sexuality, while still seeming like real people.