The story is rather roundabout - episodes are typically filled with seemingly pointless missions or adventures. Hot springs, theme park, etc., are part of this category. However, they all help to show the developing relationships between the characters, namely, Kazuma and Ayano. It becomes obvious, and is pointed out as such by Ayano's father, that the show curves to a standard romantic/battle style anime. However, parts of Kazuma's past are constantly being brought about (and other interesting tidbits of information), which helps to give the overall story some flair. The last episode makes it obvious that there would have been a second season (won't say anything as to why for spoiler reasons, but you can guess if you've watched it).
I think, personally, that what makes Kaze No Stigma so captivating is the constant addition of new things, flashbacks, omnipresence thoughts, and tide-turning events that occur rather frequently in the show. However, I could see it as a cliche and empty anime like I'm sure some people would react to it, but remember, the show is unfinished and will sadly remain that way. So you must think of it in that light as an unfinished work.
