The only problem I saw in this show as that they never actually explained why Setsuna was so devoted to Kyoshiro. (and yes, it's because she loves him, but what brought that kind of devotion about?) I had gone into the DVD specials expecting/hoping to see some explanation behind this, but instead we just got where Setsuna got the bell in here hair.
Other than that though, I loved this series, and it definitely scored higher with me than Kannazuki no Miko. (the sudden plot twist/change of bad guy towards the end of KnM, plus the ending itself, were.....somewhat
, in a bad way, to put it lightly...)