Ultima Underworld is a bit different from the mainline Ultima games. Those are fairly regular RPGs (though I'd say that IV through VII are really good RPGs), but Ultima Underworld is more like an immersive sim. In fact it pretty much created the immersive sim genre. I personally kinda prefer UU2 over UU1, but they're both excellent.
I only tried playing one Ultima game a long, long time ago, and I couldn't get into it. I'm guessing that one is a particularly good one, though.