First off, I’m new here. YAY! 
Second, I have some questions about the Panzer universe. I am greatly confused. I have only played Orta and the first one. Is there any way I can get the whole story of Zwei and Saga online, with all the dialogue?
Cool, every couple of weeks I’m ever so slightly less new. YAY!
Welcome aboard Chupacabra. The actual dialogue section of the site has some of what you want, but it’s literally just the dialogue with minimal explanation of the story as a whole. Check the hosted sites on the TWOTA main page, Legacy is largely devoted to explaining things for newcomers to the series.
Thanks! How about a site with all the cutscenes? Or does Orta have them all in Pandora’s Box? I haven’t unlocked all the features, so I wouldn’t know. 
Orta has the beginning and end videos for the three Saturn games, as well as the first game (as you apparently know), but Zwei didn’t really have much story to it, similar to the first one… Some FMVs and such. Saga has far too many FMVs / cutscenes for Orta’s bonus stuff, and it’s usually a lot to post on the internet.
It would be easy to rip all of the FMVs from either CD, but that would still be a big space / bandwidth killer, unless they were compressed to a tiny, crappy quality (I actually have all of the FMVs on my PC, though).
Just buy the game off of Ebay, I know I will.
I’m not too intent on buying a Saturn and Dreamcast for two games.
You are in luck because you don’t need a Dreamcast. Both Panzer Dragoon Zwei and Panzer Dragoon Saga are Sega Saturn games. Hurray!
And there are many more games that are more than worth it in the Saturn library.
That’s very true, but even if someone wasn’t massively interested in other Saturn games, Saturns can usually be picked up very cheap these days; a console with a control pad and no games would cost much, much less than a copy of Panzer Dragoon Saga itself, so buying it just to play PDS and PDZ probably wouldn’t be as weird as it sounds…
Indeed, a Sega Saturn is a worthy purchase. Aside from the Panzer games, there are a ton of fantastic games that make it, in my opinion, far more worth the little money it costs these days than a Playstation. I have at least 25 Sega Saturn games, and all of them are fantastic, and I’m nowhere near having all of the games I want.
At the same time, the Dreamcast, which is also very cheap these days, is a similarly wonderful purchase. That system had some of the most fun games. Anything you wanted, you could get on that system - fighting games, RPGs, shooters, etc… And if you had the right kind, you could even get it to run emulators.
Really, it’s all mostly cheap these days, except for Panzer Dragoon Saga (a US copy, at least), which can run you over $100 on eBay. But, I’ve had people who paid $100 to $150 for it, who say they do not regret the purchase at all, and that, I think, really says something.