I enjoyed Count Zero and Mona Lisa Overdrive a lot more than Neuromancer. In Neuromancer you only follow Case's story, but in the others you switch between different plotlines happening at the same that affect each other. I think the characters are a lot more likeable in these two, and the story is easier to follow. At times it was hard for me to understand what was going in Neuromancer.
I guess you're right. The world of the novels is a very bleak capitalist dystopia, but this only serves as a backdrop to the main characters' stories who are hackers, mercenaries, or regular people that get caught up in the conflicts between corporations. Despite how shitty the world is, nobody ever questions it, and everyone simply accepts the way things are. So, you might say that the books are critical of capitalism by showing the absolute worst of it, but it isn't the main focus and there's no alternative being shown. Still, they're pretty good books and you might like them.