You know the feeling that is always associated with Greek tragedies or Eastern apocryphal stories: that Workings of Fate are above men's will. The kind of stories where someone hears a prophecy about the person who would ruin or kill him and starts a great activity trying to evade his fate, only to find out that all the time he was, in fact, helping to bring about the promised end.
Well, this is what I felt reading The Mayor of Casterbridge, more than in other Hardy's books I've read. The protagonist keeps running away from himself, either physically or mentally, and he's always so rash and extreme in his actions that everything becomes worse and worse, with such loneliness at the end, which he didn't really deserve.
From other points I should say it's typical Hardy - which is praise, of course. The plot keeps you in suspense throughout, especially as there are dramatic turnings so like real life, when you can't even dimly anticipate what comes next.