The stark indoor sets, the mostly dialogue-driven scenes with sometimes baffling plots, and characters that had to sound at least a little wooden and alien - you wouldn't think these things would make for a good show but they did. Viewers had to think about concepts and what was happening rather than having it all dished up with special effects on a plate.
For me, these features made the series all the more claustrophobic and eerie. Although it's our world it feels like somewhere alien and threatening inside our world; somewhere that's just around the corner from where you are now. And that's what really makes it scarey.
Even the abrupt and quite awful ending of the last episode fits in with the rest of the series. I would have loved more episodes, or even (god forbid) a remake (done well, of course), but at the same time there is something horribly fitting about our characters' final, eternal fate.
And there was very subtle character development through the episodes that built up as you watched - a grumpy interplay between the stern Steel and the lively Sapphire, and the foppish Silver who seems almost too familar with Sapphire. Slowly you learned something of what these agents/operators/specialists do and why, and something of the enemies they face - but it is the vagueness that intrigues and haunts and is the main reason why even now I still think about these six stories.