It should be noted that this movie was not "improvised" (as you're probably thinking of it), despite what the title at the end suggests. The movie was heavily scripted and rehearsed - Cassavetes didn't have enough money to support the inevitably high production costs of an "improvisational" sort of movie, even if he had wanted to produce such a thing. The "improvisation" of the movie is contained in the actors' performances, and the emotions that they draw out of the lines.
That said, allow me to say that this is a stunning work that I'm sure I'll come back to again and again. The depths of emotion that Cassavetes is able to draw out of the smallest gestures and interactions is incredible. I have no idea how he was able to direct such amazing performances out of the actors, especially under the conditions he worked. This is truly a magnificent landmark of film that I would recommend to anyone interested in exploring beyond the Hollywood mold.