This show is basically the classic heist movie. You have a hidden treasure, a group of misfits that are trying to get it, another group of criminals who are not so nice, the police agents who are trying to capture the first, and a giant vault in the middle of a warzone that they have to break into.
Why watch it? Because it’s a visually stunning action show that doesn't pretend to be anything less or more. The cast is visually and ethnically diverse without that weird 'Japanese people are just better' vibe a lot of anime have, said characters actually look like their bodies have enough room to contain life sustaining organs, the action scenes are amazingly well animated and they even get the guns right. The English dub is enjoyable to listen to, and the plot is tight enough to withstand the first viewing.
It’s not
Gi T:SAC or Cowboy Bebop. It's entertainment, sometime campy entertainment, not art. They characters don't discuss philosophy or ethics, and the story doesn't hide behind layers of cultural references that only an otaku can get. The characters try to find solutions to their problems, argue amongst themselves and act like people whenever there isn't an action scene. The main protagonists are basically thieves, so they aren't moral but they aren't assholes either. A lot of the anime snobs are going to hate it because of that. Still, if you like action or adventure movies then its damn good fun to watch.
Give Coyote Ragtime Show a chance. If you like it, great. If you don't like it, that's fine too.