Yeah, he's pretty great. Also, that whole scene where the Doctor tells the Mark II to stop breathing down his neck, and the Mark II says his breathing is just a simulation, to which the Doc replies, "So is my neck, stop it anyway" was written by Picardo.
I can't imagine anyone else could have played the EMH so brilliantly. God, what if Picardo had been cast as Neelix instead? I can't even wrap my head around that.