Hi, just thought I'd add my 2p...
I've been signed up for Lovefilm (originally Screenselect, before they merged) for a couple of months now, and it's pretty much restarted my interest in Anime. There are a few restrictions on the service which mean you have to be a bit canny with how you operate yout list, but it can be done.
I use my subscription for both Anime titles and the usual hollywood mainstream movies (plus some independent stuff that I wouldn't get to see otherwise, but that's a minority). As an indication, at the moment I have 23 items on my list of which about half are hollywood, half are anime titles.
It's already been mentioned in this thread that Lovefilm do offer a box-set-in-order service, and you can also order individual discs from within one box set (GitS-SAC being the prime example of this, and one that I've taken advantage of), but I don't know if they've fixed the whole Series-Volumes-in-order problem that has been discussed before.
I get around the problem by working in breadth, not depth...
- of the 10 or so Anime items I currently have listed, no two are from the same series - I only ever add the next volume in a series once the previous volume has been sent to me. So, rather than "stack up" a full series at once and risk having them sent out-of-order, once I have received and watched Vol 1, I'll add Vol 2, and not add Vol 3 until they've sent Vol 2, etc.
It does mean that you need to be happy with having numerous series on the go at once - something which might not to be everyone's tastes. As an indication, I'm currently part-way (in most cases, have only watched Vol 1 of each) into Full Metal Alchemist, Planetes, Blue Gender, Excel Saga and Hack//Sign (plus Starship Troopers Chronicles, if that's not heresy on these boards..
), plus I have vol 1 of each of Gunslinger Girl and Neon Genesis Evangelion on order.
If you can live with the big gaps betewen succesive volumes - a necessary evil of the system, I'm afraid (although you can goose the system a little by playing with the priorities - I got most of the Full Metal Alchemist series sequentially by ensuring that they were the only high-priority titles in the list), then a service like Lovefilm (or any that operate under similar principles - plus I think lovefilm operate a number of services for other companies, e.g. Blockbuster) is useful for trying out a wide range of Anime series without the expense of buying a couple of volumes and not liking them.
QS