The characters are the series. That is, it is the character development throughout the story that drives this show. You see the lives of the girls through Yukito's (and later, Sora's) eyes as he, a wandering traveler at first, stumbles into their lives and gets caught into the legend of the winged girl in the sky.
The animation quality is second to none. It is vibrant, fluid, and artistic.
The music is as equally beautiful as the animation.
A very strong plot is woven throughout the series (with a few side stories along the way) that leads to the most powerful ending in an animated show I have ever seen! A very emotional series.
Negatives / warnings:
The dubbing is just above average, but in no way compares to the quality of acting of the original voices. But if you can't stand watching subs, then the dubbing will impress you.
Whether it is my DVD player or US encoding issues, I see some interlacing issues during the motion-rich introduction. But they are minor and probably won't be noticed by most.
No details are ever shown, but it is evident during the "prequel" story that a girl become naked. The outline of her nude body is revealed, like seeing a mannequin. This also occurs in the intro for a second.
During one of the "summer specials" (which I am not sure will be released), the girl tries to seduce her guardian as a test of his loyalties. As you would expect, he passes the test.
Last, the series relies heavily on Eastern mysticism for the plot. Curses, seals, talismans, reincarnation, mind-control, and other mystical objects/concepts are important to the show and plot.