This anime is truly amazing. Corny, maybe, but still an impressive work of story telling. Plotwise, Gunslinger Girl was dead serious, yet somehow remained semi-sweet and touching. The characters are well-written with a few stereotypical exceptions and I came to like all of them.
Unfortunately, it takes a lot of emotional fortitude to go through with the whole series. If I could draw a quick comparison, the scenes of abuse and mind-fuckery in Elfen Lied pale in comparison to Gunslinger Girl. Why? Because Gunslinger Girl isn't over-the-top and ridiculous, and this is its strong point.
Watch it. You won't be disappointed.