Just finished watching the show. I must admit, for a show heavy in fanservice, it had quite a decent plot, and had a good mix of action, comedy, drama and even a bit of romance. And of course, T&A. The final episode was quite good. it showed that Issei is not some mere loser who gets all the girls, but is actually willing to die for them. Plus, he actually uses his brain (though I'm almost expecting him to forget stuff if we ever get a second season).
I guess I found the rare gem of the Winter season.