When my brother first explained the storyline of Wolf's Rain, the first thought that came to mind was "Typical Werid Anime Storyline". After watching the first few episodes, you really really grow accustom to the characters, scene and the overall feel you get from the situations. Id like to start off with commenting on the plain out engulfing soundtrack, its underscribable the styles of music used, but it just works perfectly with the situations.
The series is also "short", only 30 episodes makes for a nicely sized series, not so long that you get sick of watching it, but not to short to the point you feel cheated. I will say that when the series was over, I felt like..... "What do I do now?" it was just that great.
Try the series out, really pay attention, and I promise if you like very richly told stories that this one more than delivers.