The show can be unsettling and downright disturbing at times, but that isn't a bad thing at all. The mystery is compelling and is handled really well in my opinion, and the surreal atmosphere that permeates the series makes it even better. The characters worked well, and the sound certainly helps the paranoid and confusing tone the show has.
As long as you don't hate feeling disoriented or downright confused at times, and can enjoy being immersed in the unsettling space between reality and fantasy that Paranoia Agent provides, you'll certainly get a lot out of watching it. I feel like the show certainly doesn't feed the audience what it wants and expects, nor does it try to sugar-coat the dark themes it addresses, but those are exactly the reasons why I liked it. It probably isn't for everyone though, but the same can be said about most of Satoshi Kon's other works.
