Only one. ZUN didn't approve them making anime from his creation, and it got cancelled.
But, interestingly enough, there seems to be another series in the works. And this time ZUN himself is on the production team. The official announcement for this for it is coming up the 20th day next month
All I remember from Excel Saga was the insane ad we used to watch 50 gazillion times a day at work and the "cat on a grill" toy that we sold, too. (And yes, I know it's a dog, but it looks like a f'ing cat.)