Don't get me wrong, Shenmue is awesome, up until the last 5 minutes or so of Shenmue II. And even those last 5 minutes would have been awesome as well if they'd only fucking made Shenmue III.

Also, I never had any problem with it not loading areas properly. Sounds like you have some weirdness going on. At least with the Dreamcast versions of Shenmue I and II (the second being the Euro import). I still haven't tried to play my Xbox version of Shenmue II yet.