@bhl88: that's a wonderful summary.
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You have Madoka the peace loving girl who cries
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the girl brought up to think about others and want to do something useful in this life (word of god stated that without the whole magical girl mess in her life, she'd probably join some scout/volunteer organisation and find where to apply herself to). Who cries because she gets more and more reasons to.
the kind senpai who's all the more kind because she's so damn happy to become a senpai AT ALL. For a lonely teenage girl who lost her parents and can't have a proper social life due to constantly hunting living nightmares... As Robert Asprin quoted Quazimodo, "I need all the friends I can get".
the genki girl who's not so genki when it comes to her crush (as many a normal girl would be), who has a stronger belief in justice than in herself, and who crumbles under the weight of reality of her new life and losing the reasons to live such a life for.
Like I said, some people can't find good characterization in the show and sympathize with the characters. Others apparently CAN. And the world rolls on.