is Anachronox good?

Short answer: Yes, it is.

Long answer: it is essentially a western attempt at making a sci-fi jRPG, with emphasis on story and characters rather than fighting. It's very well written, with a brilliant cast of characters (your party is just incredible), and is often hilarious. It has some of the best game cutscenes I know, with a lot of film-like work with the camera and great editing (they were later edited into a film, they are that good). The core gameplay is not so shoddy, though the combat and its super complex FF7-inspired materia-like system is rather lacklustre. You can safely ignore the latter, though, the game is perfectly beatable without it.

Sadly, it ends with a huge cliffhanger, and there will never be a sequel. But what is there is great.