From the first episode, this anime intrigued me. Even the opening title song and sequence is so telling, it fits the series perfectly. It's rare that I listen to an Opening song every time, but I did with this one. The score is wonderful accompaniment to the carnage, but is non-intrusive throughout. This series bravely underplays scenes, letting the ambient sound be the music. The foley work is sublime.
Some would say that it's slow going, but I personally think the pacing is well done. Once you get passed the first two episodes, things pick up and become well worth the wait. Each episode is about 23 minutes long, including opening and closing title, so you can really blast through them quickly (Took me a day and a few hours).
The thing I found most disappointing was the ending, as the subject matter and title would lead you to believe there is a huge mission and a shootout with some angst and going insane, but there's none of that at all. If I had to put it into any genre, I would say that this is a drama, looking into the lives of these characters punctuated by some scenes of shooting. The title 'Gunslinger Girl' is extremely misleading.
And maybe it was just me, but I thought with the jumping around story line, that they were following one girl, when in fact the younger version I thought was the older one further down the line, were actually two separate people (not a spoiler, simply my own mistake). I only realised this in the last two episodes, so most of my brain power was aching from trying to retrace the individual backstories mentally. I'm sure that was just a personal problem of mine not paying enough attention.
The last episode itself was moving and touching, but it didn't have a 'THE END'. There isn't a well-defined story arc (Exposition, Climax, Resolution) across the whole series, which adds to the unfinished feel to the end.
Overall, if you're the type of person who is more invested in the characters and stories, but who also likes a bit of action and slight gore, then this is a good anime to watch. It's absolutely beautiful, introspective, smartly written, and the sound work is sublime. It has its pitfalls, mainly due to what the name of the anime sets you up for. If it had been named 'Gunslinger Girl Academy', that might have given a better idea of what the series would entail: A poignant drama.