I love it because every episode follows a sort of linear storyline and it has a bunch of cross references that really make you think
the show's about conspiracies, but there's conspiracies in it!
for instance, there's a hidden voice in the intro that says "i'm still here"
if you reverse the dog's weird voice from the time when mabel was having an acid trip on candy, it says "don't trust grunkle stan"
in the intro sequence you can see bigfoot flash by the screen super quick
etc.