The Freeport trilogy is fantastic. My group just arrived at Black Dog's caves last night. Orryn is right, the trilogy does involve a lot of investigation. I ran the three adventures one after another, the party was 3rd level at the start of Death, 4th level at the beginning of Terror, and 5th level by the time we began Madness. I wonder if that wasn't a mistake. It made for serveral back-to-back evenings of lots of investigation and not much combat. Be prepared to provide some subtle guidance when the party gets off track. My group has made it very clear- detective work is fun, bumbling around all night not knowing what to do is not, and they don't mind a little push in the right direction if it helps them get back to the fun.
In Terror my group made excellent issue of detect thoughts and an elixir of truth that the party cleric crafted. I ended up doing a little scrambing when they got information faster than the module assumed they would, but I just cut a couple encounters that they had rendered obselete and it all came together very well.
In terms of encounters that put you in danger of slaughtering the party, I suspect the climax of Terror could be nasty, although my group did fine. My group went to the lighthouse early and encountered gibbering mouther at 4th level. If I had been a little more on the ball that could have been the end of them. I expect the Temple of Yig will be very challenging for most parties. Mine has a 5th level cleric with a 17 Charisma and Extra Turning and Improved Turning, so I'm not too worried.
Morrow