Sharpe's Prey seems to exist primarily to fill in the hole between Sharpe's Trafalgar and Sharpe's Rifles. Which doesn't necessarily make it a bad book; rather, it seems a little atypical, in that Sharpe has no particular reason to be in this story. Sharpe ends up in Denmark during the second British bombardment of Copenhagen. This part of history was new to me, and Cornwell does a great job bringing it to life. So from that standpoint, the book is a success.
As a whole, the book is a bit of a downer, which is different from the others. The British come across as the bad guys, even within the system of 18th century morality. And it's as much as stated that Sharpe's love interest will be executed once he's in no position to hear about it. In short, a good novel, just not really what I was expecting.