I saw the first episode of Lain and just thought it was amazing, the animation is rather different to any other anime, heck everything about Lain is different to any other anime, this of course doesn't mean is silly or too wierd (even though it is quite strange) it just means its far more interesting than your typical 'main character must get stronger in order to save the world via fight scenes'. The only other anime I can liken it to is Ghost In The Shell, so by rights we are looking at a psychological and distopian science fiction. Lain is well thought out, well imagained and well animated. The plot is great as well and as I said makes a nice change from action orientated shows, this one really gives you something to think about.
Would I recommend this show? No probably not. 'Why?' I hear you ask, because its just too different, I personally thorougly enjoy the show, but the majority of people I have shown it to dislike it and would sooner watch stuff like Naruto. Bottom line is if you have reached this review then you should like the show (on the basis that someone with similar interests to you recommended it, or you were led here while looking at Noein or something), but this is very strange and abnormal. 'All the better' I hear you say, fantastic.