I saw this OVA before I even knew that a manga series existed, and fell in love with it the very first time I saw it, as have the friends I've shown it to. We've all gotten terribly into the manga now, and madly check the nearest Barnes & Noble whenever it seems like the next volume is coming out.
You have to be a very open-minded person to enjoy and even just to accept the plot the amazing Kaori Yuki has created, as there are many topics sensitive people may find upsetting (incest, God being evil, etc.) Once past these topics, you find a very unique plot, a strange, but touching love story, and characters who you can truly love. Combined with Kaori Yuki's gorgeous art, Angel Sanctuary is a masterpiece. It will leave you desperate to find out what happens next.
The only things that were disappointing is absence of some of the background that's present in the manga and the fact that there are no plans (that I know of) to make any more volumes into OVAs. As to be expected, however, the American voice acting is far from fabulous (I recommend watching it in Japanese with the subtitles at least once, as with all anime).
I also recommend seeing this before beginning manga, or only reading the first two volumes before seeing it (basically what the OVA covers). If you've gotten too far I have a feeling it'd become just an opportunity to look at Kaori Yuki's pretty art--not that there's anything wrong with that.
