I think I'm the only one here that doesn't think that just because the series is darker than we thought that this is a good thing. Sure, it is something different than what we would expect from a mahou shoujo, but it isn't the only aspect from the series and it has to be well done. So, I will at least fwait for more episodes in order to formulate an opinion about this darkness and if it is really good or not.
By the way, so far, there have been many Fate/Stay Night and Pandora Hearts comparisons with Madoka.