For me, Ergo Proxy is one of those animes where I think "oh man, what could've been!"
Pros:
The artwork and music are stellar. I think I can rewatch it so easily because it's entertaining just to watch and listen to. Both very strongly support the environments, like the sterile-looking Romdeau or the utterly desolate wastelands.
In that setting, I could almost watch the anime alone if you took out all the characters but Pino. Pino is simply a masterpiece of voice acting, character development, and artwork.
Cons:
The story felt like it was trying to be recognized as a smart anime, rather than actually being a smart anime. The character of Re-l and Vincent were also huge letdowns.