I recently finished watching the Alien Nine OVA. I also read the Alien Nine manga and its sequel, Alien Nine Emulators. I loved both the OVA and the manga; they are quite brilliant.
I think Alien Nine works better as animation instead of a manga, but that doesn't mean the manga is a worse version of Alien Nine. The OVA excels because of its story, world, and characters. The show has a cutesy outer appearance, but the show is actually dark and mature. The world is unrelenting and unsympathetic to the three main characters; outside of themselves, their only sympathizer is the viewer. I enjoyed this narrative structure, and it provided a unique experience that can only be compared to Evangelion, but that's not a sufficient distillation or comparison for Alien Nine — Alien Nine has its own unique qualities that set it apart from everything else that I have watched. Also, I thought the pacing was perfect — there was just enough insanity, relief, and surrealism spread throughout the show.
After watching the OVA, I was confused, since the OVA ends abruptly and shockingly. Immediately thereafter, I started reading the manga. The first volume matches the OVA perfectly; so not only was the OVA an entirely faithful adaption of the manga, but it masterfully animated the scenes in between the manga's frames. However, the first volume of the manga did not captivate me as much as the OVA, since I already knew the progression of events. Thankfully, the first volume covers three out of four of the OVA episodes. The second volume goes past the end of the OVA and continues the Alien Nine story. I thought the show was already strange and insane, but the manga becomes progressively more insane and more strange as you progress through the pages. Volume three provided a good stopping point in the Alien Nine story, but it was not complete. I bought the sequel, Alien Nine Emulators, with hopes that it would provide more of what makes Alien Nine so interesting and enjoyable, and it exceeded my expectations. Alien Nine Emulators provides a satisfying end to the Alien Nine story, but it also provides two side stories and an intentionally silly epilogue. It was quite satisfying.
Since the OVA and the manga are so closely bound, I recommend picking up both if anyone is interested in Alien Nine. Justin Sevakis of ANN provides an awesome review for Alien Nine in his Buried Treasure column, but I only recommend reading it after watching the show, since it contains some spoilers. I think it's best to go into Alien Nine without knowing what to expect because it makes it much more shocking, stunning, and interesting.