This game is awesome now (one of my favorites), but something even cooler that most people don't think of is that the play fields are HUGE, and there are no load screens; not even on the PS1 version.
I doubt that was easy to program back in the day, and I find it really cool.
That's not the only thing this game has, though. Being designed by Shiny, you can expect a lot of humor and surrealism, as well as nonstop frenetic action...this game is what Earthworm Jim 3D SHOULD have been.
Perhaps the best thing about this game is the soundtrack. It is very well orchestrated, and really gets you in the mood of the setting.
I really can't say enough good things about MDK. Even though I think the sequel, MDK2, is better, that doesn't stop MDK from being one of the greatest games ever made.
A fair warning to all of you; this game is brutally difficult, especially if you only save at the beginning of a level like I do.