I really liked it. A lot of people see the show differently, but I personally saw it as a show about the connection between people and how your "self" can be bastardized by the internet. This really hit home with me – growing up on the internet, there were experiences I had that both empowered me and scared me, and this is deconstructed in Lain.
Of course, the visuals helped. But there definitely was meaning for me that went beyond "art shit". It might not be your thing, and that's okay.