If you ever plan on watching "The Melancholy of Haruhi Suzumiya" (and you absolutely should), please make sure to do so in broadcast order. If you do not heed my warning, you WILL be disappointed. You see, the series originally aired its episodes in non-chronological order, but the DVD releases, for some idiotic reason, put the episodes in chronological order, in which case the original "final" episode will be episode six. While it may make a bit more sense as you are watching it, viewing the episodes this way will be a huge let-down, and will ruin the ending. If you must watch them in chronological order, don't be disappointed when you feel deflated after watching the sixth episode, and don't feel angry when you get a majorly anticlimactic ending.
How, you ask, am I able to impart these pearls of wisdom? Well, as you may have guessed, I made the mistake of watching the series in chronological order (excepting Episode 00, which comes first no matter what). Actually, I didn't know about the weird broadcasting order when I first saw the series, and I was amazed by how dull and anticlimactic the ending of the series was. I have since watched the series in broadcast order, and I loved it infinitely more.
Incidentally, this is one instance in dubbed anime where I actually prefer the American version (apart from the debacle that was Sohma Yuki's Japanese seiyuu. He was terrible! Eric Vale had him nailed in the American version, though) . Crispin Freeman is always one of my favorite voice actors, but he was made to play Kyon, and he is brilliant. Very different from the Japanese portrayal, but I actually prefer it (instead of being the stereotypical, nerdy pervert that make up most of the anime protagonist base in this genre, Crispin Freeman plays Kyon as a cynical, disinterested, and almost painfully normal boy. Perfection).
Wow. Digress, much?
Anyway, my point was, that you should definitely watch "Haruhi Suzumiya," you should definitely watch it in broadcast order, and don't be averse to watching the American dub. Maybe I should simply have said that in the first place?