Coming in as a pious member of the Church of Haruhi seems to generally work against this show. I wasn't there at the time when Haruhi hit, and I watched it for the first time last year. It had some good moments, but overall I think it's… alright. I don't particularly like any of the characters. Definitely not Nagato.
The Disappearance of Nagato Yuki-chan is one of the most consistently enjoyable anime experiences I've ever had.
Some say this Nagato is too boring to be a main character. Maybe this show is only for people who adore shy girls.