The last movie that Leonardo deCaprio did with Martin Scorsese directing it was 'the Aviator' which my Wife and I saw on our first date, so I'm not entirely unbiased about this, but nevertheless, I enjoyed it a great deal. The quality is good and it doesn't try too many gimicks, especially unfair gimicks to get its point across.
The basic premise of the movie is that two Federal marshals are called in to an asylum for the Criminally insane (note that it is not called Arkham) called Shutter Island 11 miles off the coast of California. The girl is gone when they get there, and the staff and patients are all behaving rather erratically, as if they are clearly hiding something. One doctor wants to use benevolent treatments while the other believes in old school treatments like Lobotomy, and there are hints early on of associations with the horrific German experiments at Auschwitz. The main character helped liberate the death camps in WWII and as such is highly suspicious of the older doctor.
In short, I liked it. The acting and the directing were perfect. The music score was occasionally a bit too overbearing and loud but I didn't notice it until after the fact when it was pointed out to me.