Most of the 19 Rhapsodies follow the general idea of what a rhapsody is in music: A piece in one movement, episodic and loose structured but still integrated as a whole piece, improvisatory in nature, with differing moods and colorations within the piece. With Liszt being one of the great piano virtuoso, his rhapsodies are not at all easy to play. With glittering piano effects, extremes of tempo and feeling, the rhapsodies have sometimes been looked down upon as empty show pieces. They most certainly are show pieces, and for the pianists that can do them justice technically and bring out their musicality, the rhapsodies need not be looked down on as inferior. They are perfect in their own right, wonderfully difficult pieces to play and a delight to listen to. In some basic ways, they are a solid representation of the Romantic era in music.
While Liszt called them 'Hungarian', he heard many of the tunes he used in the rhapsodies from gypsy bands that were not necessarily Hungarian. While Liszt thought the tunes were folk songs, many were in fact songs written by other Hungarians and the tunes were taken up by the gypsy bands who played them in their own style, a style Liszt emulated in the rhapsodies.
Late in life Liszt suffered many physical illnesses and his mental state on occasions brought up the possibility of depression. His late music stands in stark contrast to his former style. The glitter is gone, there is a hard edge to it, almost as if Liszt were looking into the very face of death and writing music that he heard when he did. Liszt went further into the future than any other composer of his generation, including Wagner.
The 17th Rhapsody ends with the hammering of heavy chords in the bass. It doesn't really end, for there's no resolution. It just stops. Perhaps it represents Liszt in his last years, sick and dying, trying to stay active and work as long as he can with no real end, his life just stopped.