I purchased Hollow Earth Expedition a few years back at GenCon, and I have had a chance to run it a few times in the intervening years. I picked up all of the books that were available at the time, the core book, Secrets of the Surface World, Mysteries of the Hollow Earth, and the GM's Screen. I really like the Ubiquity system that it uses, the game moves fast and players have a lot of freedom to describe their actions and try off-the-wall things.
That said, the actual Hollow Earth Expeditions setting is pretty generic pulp. I understand that this is on purpose, and I do not fault them for it. But, there is little here that I could not get from an hour or so on TVtropes (do not click if you do not have the time). This raises the problem that while I like the system, I have a lot of generic systems, and the setting offered is very generic here.
The Ubiquity system has some clear advantages over both Savage Worlds and GURPS, it is much lighter than either. It has the same pulpy feel that Savage Worlds has, but does not use a map and moves a lot faster.
Luckily that is not a choice I am forced into with HEX, because I also have All For One, Paul "Wiggy Wade's supernatural musketeer game, another Ubiquity game with a much stronger, and cooler, theme. So I will be holding on to All For One and selling Hollow Earth Expedition.