Despite a few turn-offs, it's still my personal favourite over all. It's obviously not for everybody, but I really liked the directing style and the story (later parts, especially). I actually learned quite a bit from it in terms of pseudo directing scenes. (Not to mention that Lucy reminded me of a more brutal version of Lunair, for those who know who I am referring to.)
Taking away the shock factor of excessive gore, nudity and all that, it is basically just an emo romance drama - which, for some reason, I like. Sadly, the fact that its DVD box looked like cartoon porn prevented the insecure me from purchasing it authentically. :x
[But just so you know, the way that the first post is written, it'll probably attract some negative feedbacks of anti-fan-ism or related notes.]
Edit: I recorded my improvised version of EL's Lilium's music box theme a while ago on keyboard with celesta soundfont:
http://www.quintessence-tbv.com/Lilium_Keyboard_MB.mp3