It's one of my favorite things ever.
I've just never related to something in fiction more than I have with Welcome to the NHK. Much like the protagonist, I had spent the past year cooped up alone in my room without a job. Seeing all of my exact emotions in that show was an experience. Some of it was hard to watch, because it's so raw and personal to me. I don't think I'd ever show it to someone I knew in person because it'd be the equivalent of completely opening up and letting my deepest thoughts and emotions out. It's not just a huge downer, it's funny and lighthearted at times. Overall, it comes across as very bittersweet.
I recommend it to anyone that comes to this forum, regardless of if you like anime or not. The feelings of anxiety, depression, and loneliness are expressed in it better than anything else I've encountered in fiction.
The guy who wrote the novel (which they based the anime and manga on) was a hikikimori himself so it all comes across as very legitimate in its portrayal. The sad thing is that once he got successful on this, he basically lives on the royalty checks and has regressed back into his old ways. Then again, I myself and still stuck without a job and I don't know what it will take for me to get one. I wish I could have a Misaki of my own, but that's just a stupid fantasy.