Watching this without any prior knowledge of the novels.
So far it's okay, I guess. It really depends on which route the anime will take.
One thing that bothers me is the constant comparison between MaoYuu and Spice&Wolf. I know it's inevitable due to the voice actors but... for me Holo & Lawrence are one of the best couples in all fiction, period. They don't instantly fall in love with each other. Their feelings develop over of the course of many adventures, through intelligent dialogue and getting to know each other better and better.
In this anime instead, we have the Demon "King" who is already in love with the Hero for no discernable reason, while the Hero acts like a prude middle-schooler. If you guys think that this is a good romance, I will lose my faith in humanity.