I enjoyed Pillars of the Earth - never watched the Tudors so can't compare. The ending of Pillars is a bit too pat, but otherwise I think it's definitely worth viewing.
We finally caught a full viewing of Lion in Winter, we had seen an amazing scene from it a few months ago. THAT is what the Tudors and Pillars could only have hoped to have been. If you haven't seen it and like the two other offerings, check it out. If Henry VIII and Anne had been a shade of Henry II and Eleanor, with the supporting cast of the Tudors, it would've been great.