I love the issues and topics dealt with in .hack//SIGN. If the four .hack games would have been one game, perhaps two games, it would've been so much better, because I remember the first game being so incredibly intriguing.
The anime series ewre so-so. They spent too much time in "The World", which did not come off as a genuine MMORPG at all. The games portray that ten times better (naturally). But, good characters. I made a maraton on the last ten episodes, and by the time it was nearing 4 AM and the whole Skeith-comes-out-and-is-mean-to-Sora completely freaked me out. Especially the music. Skeith was scary. The other 7 phases weren't ^_^
I've yet to play G.U. but I'm not sure I'll enjoy it. It seems that every title I consider having lots of potential turns out to disappoint.