I've seen a ton of Trek, so that's the only one I can compare it to. SG definitely has stronger continuity, and it's darker than all but possibly DS9. They have compelling characters in common, as well as a good sense of fun (though I find SG's humorous episodes tend to be funnier).
In it's own right, I love SG because of its internal consistency -- the show takes a fairly cheesy concept (the Goa'uld) and builds it into a rich and believable background for the series. And while there are some clunker episodes -- give season 1 at least 4 episodes until you make a decision! -- overall the writing is solid through the whole first 6 seasons (as far as I've seen). Good stuff, and there are some truly fantastic episodes in seasons 3-5.