Sanguine Rose is not just an erotic game (well, maybe more that just erotic ... It is -very- explicit), which it does well with beautiful art and intense writing.
But is also a clever game, where every playthrough you get a bit more information to get the full scale of the story. That's done in an interresting way : the characters personality changes depending on your decisions, but their background remain the same. Except that you only gets small bits of it each playthrough. In the end, it builds a consistant world, with slightly shifting characters.
Very interresting (and hot) experience, to satisfy your lust and your mind.