First, the characters are what carry the series. There is quite a cast of characters, but the show uses every episode (save some of the more humorous ones that tend to involve Nanami) to build and build upon each character. Utena and Anthy are two of the most fascinating anime characters I've seen, and the cast of the show delivers some of the most truly human feelings I've seen in this medium.
Second, the show has some of the best music I've ever heard in anime. There's the epic main theme used when Utena has to fight. There's the beautiful piano theme that is centered around Miki's story (and which is used in other parts of the show, sometimes in orchestrated form). There's the fact that every single battle has it's own unique, kickass, soundtrack. How they managed to pull that off, I don't know.
Something must also be said about the artwork. The animation quality, obviously, is somewhat dated at the time of writing - the show is about 10 years old, after all. However, the artwork itself is incredibly detailed. In particular, the unique style of the faces shows much more emotion than I've seen in more traditional anime styles. Because of this I give the art a very high rating, despite the somewhat choppy animation and flat colors of the time period.
All in all, this is possibly my favorite anime series ever. I haven't actually finished yet - 6 more to go. This also seems to be a sort of forgotten series that no one talks about. This would go at the top of any recommendation list from me.
