Battlestar Galactica (and Caprica, for that matter) are both amazing. I'm sad Caprica only got the one season. I'll confess that I didn't actually find myself really getting into it until about the last two episodes, but that finale was so good it left me wishing for another season. It actually raised a good number of questions, more than it really answered about the origins of BSG.
As for the main show itself, it's amazing. Season 3 was the best for me, but in general it's a great show. But seriously, expect a number of phrases to get thoroughly ingrained into your head. "Set condition one throughout the fleet!" is one that comes up virtually every episode, right up there with "Scramble alert fighters!".
I haven't see a whole lot of SG-1, only about one season (the last one) of Atlantis, and most of SGU, so I'm hardly an expert on them, but from what I've seen BSG is a better show. It's more intelligent, deals with issues like religious freedom, terrorism, and more in ways I would never expect an American TV show to have the balls to pull off (an American show that has the good guys carry out suicide bombings, and actually protrays how a people could be driven to such an extreme that such action appears to be the only possible recourse, has my eternal respect). The second half of the fourth season gets a bit... odd, but to be fair they had been leading up to that kind of stuff throughout the entire previous three and a half seasons of the show. It's a very different sort of Science Fiction, with very little emphasis on technology (the show has almost no technobabble whatsoever, and tech like FTL drives and space ships are simply there), and a huge emphasis on character development.