Ergo proxy is best described as existentialism depicted in animation. Aside from the first few episodes and the last one, it spends the bulk of the series discussing philosophy of existence and one's raison d'etre. The point of the show is to get the viewer to question reality and that assigning moral value to existence is pointless. It's not everyone's cup of tea.
I liked the fact it was different and effectively adapted the ideas of existentialism into a palatable format for most people. The cyberpunk aspects add more entertainment value, unlike other literature on the subject (ie: Camus' The Outsider).