Semi spoilers (non plot related) ahead.
Maybe I'm cynical here, but after watching the series through for the first time, I'm unimpressed.
Yes, I understand the underlying themes of high stress in society, undue expectations, ridiculous levels of mental duress to perform, etc. That being said, only the first few episodes and the episode surrounding the theme of suicide were worthwhile to watch. However, the second the anime took a turn of becoming a quasi JRPG toward the middle, from that point on, I had a hard time truly enjoying it. I cannot understand for the life of me why this is acclaimed to such a degree other than it being acclaimed because it's acclaimed, if you know what I mean.
In any case, I guess if you enjoyed Perfect Blue, as others have stated, you'll enjoy this, but if you're like me and could not stand the constant backdrop of deliberate confusion — not in a fun, deductive way, but in a rather tepid, forceful plot device sort of way — of Perfect Blue, you will similarly be disappointed in Paranoia Agent.