It's hard to make an overall determination on a series this uneven.
The character designs are great, and the overall art is good. But the animation really kinda sucks.
It has interesting characters and solid voice acting. Unfortunately, the story is unfocused and has some long, boring stretches followed by a wet fart of an ending.
It's a fantasy ecchi harem series set in a public bathhouse! But there's no real nudity.
Watching Dai Shogun is like watching someone hit 30 HRs in a season and finish below the Mendoza line. Mediocre in total, and that makes the highpoints so much more painful.