I definitely recommend it, although I could have done without the recurring "President soils himself" gag and was very surprised that there were only four episodes. Why not just make it a single movie and be done with it? There's also a sorta-sequel TV series which, I gather, starts fresh with a whole new set of main characters. Again, an odd choice, although I can see why Emma Cleavage (er, "Nancy") couldn't come back and Gruff Soldier wouldn't come back ... certainly Agent Paper could.
Anyway, if you like thrillers with a SF/fantasy twist, you'll like R.O.D. -- Read Or Die, so check it out.