I first heard of The Man Who Was Thursday from scattered quotations in the video game Deus Ex. Then GoodReads kept insisting I would like it. So I downloaded a set of public domain mp3s from LibriVox and started to listen in the car. And...wow, this is one amazing thriller!
Warning: do yourself an enormous favor and don't read the back of the book, don't read the Wikipedia article, and basically don't read anything that will spoil the best three chapter opening you're likely to encounter in your life. The rest of this post is safe enough.
What I can tell you is that it was written in and written about the first decade of the twentieth century, and it's not hard to feel a connection to our situation at the beginning of the twenty-first century. As the introductory poem puts it:
"The world was very old indeed when you and I were young."
Think of Chesterton as a sort of more-clever C.S. Lewis when it comes to writing style and philosophy. You'll want to note down many quotes to use later, I guarantee it. This is no attempt at realism, rather it's the sort of exaggerated intelligence and outrageous behavior you might expect from the better episodes of Doctor Who. And despite a token appearance by a woman at the beginning, The Man Who Was Thursday is almost entirely about men in suits and hats, not something that even glances in the direction of including women as real characters. It's thoroughly a book of its time, but it's one that leaves me giddy that anyone had the chutzpah to write like that back then!
Granted, I'm only 2/3rds through, so the ending could still sour things for me, but even then I would recommend the first three chapters as a standalone short story.