So I've heard. I liked the first one purely for the concept of daemons (does it ever say what creature Pan winds up as?) but wasn't terribly impressed with the rest. I ended up rereading Diane Duane's original Young Wizards trilogy to get the bad taste out of my head. :-) (I don't think she's Christian, but the end of Deep Wizardry makes me bawl nonetheless.)
Is that the whale one? I loved that book when I was a kid! And, yes, it made me bawl, too :)