It did not take very long before I just found him way too boring.
Aside from the fact that he always sounds the same and absolutely refuses to use a scale other than harmonic minor even playing blues when it sounds absolutely horrible... perhaps it would have taken me another week to find him so incredibly boring had I not heard his good stuff (Trilogy, Odyssey, Rising Force, etc.) before hearing his newer stuff.
There are a lot of Malmsteen wannabees out there however, and none of them quite do it as well as he does, except Michael Angelo Batio who just does it much faster.
He is also a major asshole and his stage tactics are pretty lame too, and insists on being introduced as "the greatest guitarist to ever walk the planet" for all his gigs, but I do respect him for sticking to his guns about doing the one thing that he wants to do (show off).