Well, I've finally finished this show, and I loved it, from start to finish. I'm not sure why so many didn't like the ending, so I'll just put some of my thoughts down.
Murasaki is hands down the best under 10 character I have ever seen in any media. It helped that her voice actress is actually only 16, and she played the part to the fullest. The subtle observations and innocence she manages to evoke were really quite amazing.
I found Shinkurou a very real personality, and though I felt he could have been stronger at points, the fact that his portrayal made me hold my breath at points shows how well he was developed over the course of the series. Miyuki Sawashiro probably had a hand in that, I had no idea it was her when I began watching, only a quick trip to ANN kicked me in the side of the head.
Benika and Yayoi are a little flat as supporting characters, but their motivations got a little boost from the last two episodes.
The Kuhouins are a very strange bunch, I despise them, but I can't fault them for their actions... Hmm.
The strongest supporting cast are obviously Shinkurou's friends-who-are-girls at school and his neighbours. The interactions, and especially their conversations were, to put it simply, excellently done.
The action scenes were nicely done, reminiscent of Natsume Yuujinchou, or better yet, the more realistic parts of Baccano!. Character animation had a classic Brains Base twist, which reminded me of Baccano! again. Backgrounds were lovingly done, and turned some of the scenes into very interestingly done set pieces (like some of the Murasaki closeup shots).
Okay, now to address the ending. I really found it very compelling, to tell the truth. For a little while afterwards, I was in a daze, trying to get around what everyone was saying. Then I got to thinking: How else could it have happened? and my conclusion is that it could not have been any other way. Murasaki and Shinkurou are foils for each other, to have them together at the end would have drained all the power and basically castrate the painstaking buildup of the storyline. Both of them are young, too young to have to deal with the situations that they had to. And to have Murasaki expose this critical element in the last episode was essential to the growth of each of them.
To conclude (also tl;dr): I give this series my highest recommendation, for characters far above and beyond the norm, for superb scriptwriting, it's just good in every way.