The whole storytelling process, visual and audio, is just amazing. I've never encountered anything quite like it and I find it refreshing. Enough is revealed to keep you from walking away from what could be a mess, but there is still enough mystery to keep you listening/reading. During the Good Apollo series, when the story breaks down the fourth wall, well, lets just say it adds an even more interesting layer into the story.
I've read through volumes 1 and 2 of Amory Wars graphic novels, and I'm quite enthralled. I'm currently enjoying/dissecting In Keeping Secrets of Silent Earth: 3. No graphic novel for that album exists, so It's going to take a lot of diligence to get the whole idea pieced together, especially since the tracks are not necessary in chronological order. If you're a fan of conceptual albums, ala Tommy, The Wall, Final Experiment, and you enjoy science fiction, I highly recommend Coheed and Cambria.