Hello,
I am fairly new to Strange Aeons, but I was waiting about 6-8 months deciding if I want to try this game. All the answers have been given, but more the merrier, no?
To answer your questions, the deal, for me, is an amazing amount of fun. When I first got the game, my little brother, that can't be doing same thing for long, and I were playing the game for whole day, no joke. Its just so amazing.
The game in its core is pretty simple. Rules use IGOUGO system, but every character has two "actions" available, so there is no move-shoot-charge phasing. You also have to "nominate" miniatures you want to move each turn (usually from one to three, depending on use of a special "command" ability). This makes sure that outnumbered side is not necessarily at a disadvantage. Weapon chart is pretty simple, sometimes lacking, but then again, I never really figured what Im missing, as, for example "tommy gun" fits every SMG at this complexity. IMO, of course.
In my local area, people play FOW (I play FOW

), WH fantasy, WH 40k and to a lesser extent warmachine and hordes and infinity. So, most played games are army vs army based. I prefer skirmish games and what I like at this one is that games are short (it could be played in 30 minutes, but mostly its 1 hour as I dont know the rules and all the stats yet), gaming board needed is small (2x3 feet) and it has an awesome campaign system. Youre pretty unlucky if your character dies, but it gets some kind of funny phobias or other problems if he gets knocked out of the game. I have limited wargaming experience, but the injury chart appealed to me really fast. I have just bought the expanisons few days back so I didn't yet play the special scenarios, but those are just making game better, imo. And as other said, you can play with anything you have. I like the 1920's setting so Im not changing it, but for the board, you can just put on anything you got.
One other good thing is, I can try and sculpt my own monsters. Some of them are somewhat hard to get and it gives me a good reason to practice!
Plus, nobody bothers you if you use any miniatures you want, witch is really a great plus.
As for bad, I have to say availability and price. When I first learned about the game I could only get it from Canada (being in Europe myself) and I found it in Sweden. Now, I am not saying the rules are expensive, as the book is of great quality (spiral bound!) and the rules are really great (albeit sometimes not clear enough). But for a student, it represents quite a cost to get them. Good-bad thing is a number of miniatures you need to play. In theory, you'd need 3-5 agents and up to 10 "bad guys"....but the game offers so many choices you can reasonably buy more than you need!

If I'd have to point out the thing that bothers me the most, it has to be the "solo play". It was advertised in Morbid adventures expansion and to be honest, I got a feeling it just says "you can play solo". But the game is way more fun if two play anyways.
The other thing that some people found lacking is the campaign system. I mean, the system is great, you upgrade skills, your team develops but the thing is, this is only available for the treshold team. Lurker has to build new list every game. He always builds it up to the points where treshold team is. Treshold team grows in points every game, so lurkers get stronger every game. This is great for game balance and it kind of makes sense, same govermental agency fights evildoers on different locations. This is not a problem for me, as my brother and I always played at least two games, one with his and one with mine treshold list, so we actually played 2 campaigns. However, if you really like lurkers, if you got a basic Strange Aeons game, you can download free beta rules for a game called Von Unaussprachlichen (I can't spell it, but you get the idea) Culten. It is actually a SA game, but where lurkers fight lurkers. Here the winning cult eventually gets stronger than the losing one and after few games, you can see why it is good that lurkers have to use treshold's points in a "normal" game.
As for what makes it creepy...your imagination. It has some RPG elements, imo, and if you can imagine your hero poking a gellatinous formless beast from other dimension...eww

. Oh, and the way it is written...it has this humorous feel to the game. I really like that as well.
Redzed, to play the game, you really only need only SA book.
You don't need Strange tales 1, as most of the content is now freely available. But at for 3$ for PDF, you might want it just to see the pictures and read a story.
Strange tales 2 has a special "black dossier" campaign where you make a big Treshold expedition to time forgotten valley where you starve, fight dinosaurs and neanderthals and dress in animal pelt - all while looking for some uber important scientist. It also has a "mob" rule, where you get some special rules if you have 5 miniatures of the same profile in your list.
Strange tales 3 is available for preorder now and will have 3 other "black dossier" campaigns if I understood correctly.
Morbid adventures expansion gives you all the weapons and lurkers from ST1 and ST2 books (except dinosaurs and other lurkers, specially available for the expedition campaign) and it has all the extra scenarios + some new.
You don't need anything but SA to play. I started by buying SA and MA. I think MA is really useful as you get extra weapons and lurkers, which is always nice. There is around 30 scenarios if I remember correctly. You can also order them from UK if you're in Europe, which was a tie breaker for me. I had some doubts because both books cost me quite much, but the books are really worth it. I guess you could also get SA and either the free content from ST1 or the pdf itself, plus ST2.
Oh, for the end, I might mention that there are some trial rules on the webpage. It is good so you can see if you like the mechanics of the game, but the game itself really shines in a campaign, so the trial doesn't really do it justice.