It's hard to review this book, because the reason you read it is to find out what happens at the end. Might as well start where it starts. Nick Dunne starts the narration, and soon his wife Amy goes missing -- not just not-there missing, but door-wide-open iron-left-on missing. Nick is not a reliable narrator, he leaves things out and outright lies to you when he wants. Soon after, Amy is narrating, through diary entries that were left behind. The mystery of what will happen next is sustained very nicely, although if you're one-third of the way through the book and wondering if it will be worth it -- trust me, you'll want to get halfway through because that's when it really starts to get intricate.
This book reminds me about how Stephen King is still my favorite. This plot is more intricate, and these characters are probably more interesting than King's, but they aren't as warm, and it isn't ultimately as satisfying. This plot was carefully contructed, but in the end, though it tries, it's cold as clockwork gears. Read it for the plot, and for the surprises, including some of the best twist moments I've come across. It does end up being less than the sum of its parts, but its parts alone are absorbing.