A very good show yes, but a difficult one nonetheless.
Kaiba is a very intelligent show, but so are a lot of other shows. The difference, however, is that while something like Crest of the Stars appeals to the viewer’s intelligence, it does not actively try to challenge that intelligence as Kaiba does.
Crest of the Stars will say, “I assume you to be an intelligent person, and therefore I will provide you with tons of information so you can get a clear idea of what’s going on and better appreciate this fiction.”
Kaiba, on the other hand, will say, “I assume you to be an intelligent person, therefore it’s only right of me to push that intelligence further, to not only grease those wheels but to then burn them out as well.”
The result is that Kaiba can be rather exhausting, and it’s not the kind of show I would recommend for a marathon. This is exactly the reason why I haven’t finished it yet. Each episode presents so much, and asks so much of the viewer that it makes me wish I was some kind of brain cow with four organs to process it all.
OGIUE MANIAX 
it’s perfect for rewatching
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Maybe you could say something like that about Baccano! too, especially early on and for different reasons, though everything becomes pretty clear in time so after a while it doesn’t apply.
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I found that watching 2 or 3 episodes at a time actually helped me to follow things properly. Might find a marathon to be a headache, but once I’m in the groove with a show like this everything tends to start connecting.
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Episode 3 of Kaiba tied all the scattered puzzle pieces in the past episodes, IMO, making me see the direction as to where it’s going. But I stopped less than halfway through the series, probably because I also wanted to spare my brain cells from frying with too much thoughts =_=’
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