I loved both Shenmue and Shenmue II. I played Shenmue II on our Xbox and played Shenmue on my workmate's Dreamcast. I loved the storyline, and I really did feel like I was immersed in Ryo's world. It felt like I really was in Japan in the first game and China in the second.
No game I've played before or after them have gotten me as immersed into the game world as the two Shenmue games did.
I really hope that one day Sega is able to overcome their financial problems so they can invest in finishing the Shenmue Saga. It's a shame to see the storyline unfinished.