I love Lucky Star, even to this day.
However, I wished I wouldn't have chose to watch it as my first.
Let's just say it has a LOT of anime references. Everywhere you look "Oh look it's Haruhi Suzumiya", "Hey that guy in the background is cosplaying as Alphonse Elric," "KEREO GUNSO!!!"
So by all means, if you're thinking of watching your first anime outside Pokémon and others like it, do not watch Lucky Star.
Despite the references I still enjoyed it though and I watched it a couple of years back and it was 10x more enjoyable.
But it has absolutely no plot what so ever. It's like all of the filler ever, the characters have no goals it's just pretty much being themselves.
I would give this show a higher ranting but it isn't worth a higher rating. A 6 is average and that's what Lucky Star is.
It's cute but I kind of recommend skipping the first episode, they talk about food for the first 20 minutes and it's funny, well until 5 minutes turn into 10 then 15 then you've already stopped watching.
So start with episode two, please it will do you so much good. It's a light hearted comedy and vey nice. If you have otaku friends (female would be better) it's a good anime to watch at a sleepover. I'm even thinking of doing that myself, but I don't have a lot of otaku friends so, I probably can't.
But hey, it's a great watch anyway, Also, if you're super sensitive to English dubs don't think about listening to it. I don't care about dub vs. sub really and I will admit, the English dub is really bad.