"Witches" is more like four stories with thematic overlap than a single story but I still recommend it. It is a pastiche of the world that we live in as seen by the author.
The only thing to watch out for while reading it is whether its participation in several old myths about women (they're 'natural', 'emotional', 'chaotic') is meant as reclamation or is simply misogyny. I think it's reclamation, given the interaction with the Catholic Church in the third story, but I'm not sure about that.