Well..... its kind of a "the sometimes comedic daily events in the lives of...". Many people lately shorthand that to "slice of life".
Because of the 4-koma heritage of Lucky*Star, it has a "setup gag, execute, aftermath" skit quality to it. I keep comparing it to the American strip Peanuts because both contain many statements on the "human condition". The anime series injected a lot of extra pop references that muddied those waters though.
So one could say its in the overlapping circles of "slice of life" and just pure "comedy sketch" arenas -- lets face it, genre tagging is over-rated.
