I joined these forums just so that I could post in this thread. I bought the whole Zorro anime on DVD in Germany about half a year ago and loved every second of it. It's a real shame that it's not properly available in English.
What I like the most about the series is the character interaction between various members of the cast. All the characters are pretty stereotypical and don't grow much in the course of the series, but their different personalities clash well and create numerous great situations. I particularly like all the moments when others react to Diego's fake cowardice, such as in episode 36 when Lieutenant Gabriel comes close to a mental breakdown after interrogating Diego about whether he's Zorro or not.
There were a couple of episodes that really stood out, especially towards the end of the series. The last six episodes in particular had a great sense of foreboding as the villains' plots became bigger and more desperate. Other great episodes were numbers 44 (my personal favourite because it brings some depth to Lieutenant Gabriel, my favourite character) and 34, which is easily the most tragic episode in the whole series.
The series wasn't perfect by any means. My biggest complaint is the lack of a continuous plot and story arcs. The whole series consists of stand-alone episodes, so there's not much character development even though it's 52 episodes long. Seemingly big events, such as death, are entirely forgotten once the credits for the episode in question roll.
Another problem is the inconsistent animation and character design. Some episodes look stunning, such as 31 and 51. They have really smooth and detailed animation, and the characters have a nice Ghibli-esque look to them.
Like this. Some other episodes look terrible in comparison. The duel between Zorro and Gabriel in episode 8 is just embarrassing to watch.
All in all, however, the series was tons of fun. It had a great balance between humour and action, and it occasionally dealt with pretty serious issues without becoming too gritty. If you can find it in a language you understand, I totally recommend it.