Baccano! is something I enjoyed more for the atmosphere than the actually story. Throughout the show I saw myself enjoying more the allure of the setting than the actual story itself. The story is fair and the characters are fantastic, but in comparison to how perfectly executed the theming and the setting was done only the characters can truly hold a candle to it.
Thats not to say that this is a bad show, it's does decent in some parts but it clearly has some innumerable strengths that make the other parts seem much worse than they actually are. It's worth your time tho, it's probably one of the best works out there that takes place in this kind of setting. If you can tolerate the structure of the storyline, I think you would deeply enjoy it.