Also, SocialFox, I don't think the manga does the intellectual aspects much justice, but that's just me. You're probably better off with the show. This is my own personal preference, but I feel that for what the show covers, it's better than the light novels. As the light novels progress however, various philosophical ideas and character development improve significantly. So be sure to start reading them if you choose to watch the show! The show and the movie take parts randomly from the first 5 novels however, I believe, so you might have to do a bit of scouring if you do that. Good luck and I hope you enjoy the rest of Melancholy!
Also, shadowkirby, A+++++++++.