Shakugan no Shana was among the first animes that began my journey into the anime world and even after I've watched tons more, this has remained my number 1 favorite.
I admit that the animation isn't totally epic, but it's a lot better than some that I've seen frankly. The story was slowly unfolded, not rushed, and though I'm not a total fan of long animes, this kept me watching to the end of the third season.
The characters were well developed in my opinion as well as the anime itself. I liked the romance, the action, the drama, and the bits of comedy. The battle scenes were also well done.
All in all, I can't say many downers for Shakugan no Shana, not as much because it's my favorite anime, but because it just doesn't have much that I dislike in it.
If you like tsunderes, romance, fantasy battles, and drama, I definitely recommend you watch this awesome anime :)