While The Girl With the Dragon Tattoo seems to have been more of a stand-alone book, its two sequels were clearly written as a pair. Girl who Kicked the Hornets' Nest picks up immediately after the end of The Girl Who Played With Fire, dealing with the aftermath of the violence in Gosseberga. Lisbeth is in the hospital along with Zalachenko. Blomkvist is, as always, roaming around.
I found the approach disappointing. Yes, there was plenty to cover, and many loose ends to tie up, but the middle book ended with sufficient closure that I would have preferred another stand-alone book. This last book in the trilogy was as well written as the second, but it simply was not as good.
For one thing, the fiercely independent Salander is in custody, and largely unable to act. I found her to be surprisingly tolerant of the situation, and it didn't quite fit with what we'd know of her until then. But the focus in this book was much more on the other actors - Blomkvist and Berger especially.
In Played with Fire, "All the Evil" turned out to be essentially two connected and horrific events, where I had expected something more and longer lasting. Here, the key mystery also turned out smaller than expected. It could have worked fine, but the build-up was more than the mystery itself.
This is a much more procedural book, but worthwhile for its description of the series' key characters. The ending, which ties up a key loose end left dangling throughout the book, is disappointing, and seems like it could have been improved with further editing.
All in all, Hornets' Nest is certainly worth reading for any reader of the trilogy, but it's not as effective a book as its predecessor.