The story is the main attraction here. Similiar to Berserk it's gritty and extremely compelling. I am almost surely going to read the manga from the beginning since I am almost certain that there is a lot of things censored in the anime. And well, the anime has an original ending?
Next is the characters. Such an awesome cast. Clare works well being the weakest although that's sometimes too on the nose watching the supposedly 47th Claymore being so strong sometimes. Although it does make sense since I doubt many other CMs are a 1/4 Yoma. There is certainly some shounen elements that I enjoy how she keeps getting stronger, but still having trouble with some Kakusei-sha. I also like the idea of Irene and Teresa backing her with parts of their body.
Also, CMs are numbered? That just screams shounen.

The writing works really well. Again I really misjudged the anime here. I thought it was going to be some boring "Clare travels with Raki for 26 eps and then some half-assed conclusion". I love that he is out of the picture at the moment. I'm sure he has a purpose for Clare, but he just pisses me off most of the time. Clare and Teresa's relationship felt a lot more genuine and interesting.
Also, comparisons to Ginga Nagareboshi Gin. Mostly in that there is three "mega" Kakusei-sha that are gathering allies for some big event. And also that they're staying up in the mountains. Also very GNG-like.
Now I do have some bad points so far. The animation could have been SO much better. And Madhouse animated this so there is really no excuse. Also, the music really doesn't compliment the show at all. It needs some tunes to get the viewers pumping when there is great action on the screen. The music for the despair and hopelessness works fine.