It seems fairly boring in the first episode, nothing that would interest me, but I give Gonzo a chance.
Personally I think this is quite disrespectful to nuns. Who cares if these are special nuns, nuns are nuns - I doubt they believe in violence, even if it's against evil. These seem, to me, to be just your ordinary evil-fighting group with the "interesting" facade of nuns.
It's only the first ep of course...
edit: I forgot to comment on the opening sequence - that was nice, I mean what would you expect from a company that started out doing FMVs for games and has produced nice animation almost all the way along. They have the know-how.