When watching anime, one thing becomes dramatically apparent when a character opens their mouth: the English dubs, at least for the programs I've viewed (GITS:SAC, Cowboy Bebop, Trigun), are horrifically bad. If one is grasping for a What's up, Tiger Lily? appeal, this is beneficial. The sillier moments of Trigun actually gels fine with bad dubs. With a predominantly sober, mature series like Stand Alone Complex, it's about as welcome as a squib load blocking the barrel of a .44 magnum revolver.
Thusly, the procedure is as follows: watch opening credits (with Japanese theme song). Start settling into the theme and atmosphere. Panic and stab at the screen, trying to get back to the set-up menu.