Just finished this the other day and loved it! Started watching it late one night last week and found myself watching episode after episode even though I had been falling asleep before I turned it on. Episode 3 shocked the heck out of me o.O I hadn't heard a single thing about the anime except for seeing a picture of Kyubey where someone had commented "so cute but so evil" so I decided to check the anime out (cuz I agreed he was so cute and wondered about the evil part).
What I found most interesting about the series is how Madoka is basically the main character in this series about magical girls yet she really isn't shown as one until late. By episode 2 I was expecting she'd change and be helping Mami fight and then, shock, it doesn't ever happen o.O