Definitely check it out. I absolutely loved the opening. Was perfect and the artwork is beautiful. Dunno if you're aware of this artist but the main character Re-L resembles the Evanescence lead singer Amy Lee.
I wasn't really all that impressed with Ergo Proxy to be honest. it was dull to me in many places and drug along just too much. at times I couldn't even follow the plot because it made very little sense to me.
The thing about that anime is that you have to pay very close attention to what's actually going on in the series. It actually does make sense on many parts. There are some things left unanswered in the series but the overall series is far from being boring if you can understand whats being said/going on as far as the story goes. Its quite an ingenious series if you especially considering all of the philosophical references, scientific references, and artistic references as well.