I've never watched any shows starring Anthony before this one, so I didn't know what to expect from him.
He presents various locations around the world with a dry, but likable humor that helps make an entertaining show while displaying an important contrast to the American culture that he lives in. Anthony has a fairly "unrestricted" vocabulary of family-unfriendly language that some viewers may find displeasing. I personally don't mind it too much, although I just hope that's "how he speaks" rather than him trying to use obscene language for laughs.
Each show goes much more in depth than "what to do if you are stuck in X city"; Anthony tours each city, jam-packing your itinerary while discussing cheap and efficient ways to get around town, tips for places to see, how the culture of the area may differ from yours, and so on. In each episode, he seems to know at least one or two locals who usually end up giving him a tour. Sometimes the local in question may take him to a restaurant that they own. Fortunately, Anthony usually doesn't stay there long enough to make it an official endorsement.
Overall, I think each episode is very educational and fun to watch. Now I just need to travel.