I think it was pretty good with the "aw shit" moments in the beginning, assuming you did not expect the standard Urobochi tropes (which at the time I was unaware of). I think its poor airing schedule really damaged the plot, since it is a lot more cohesive than the previous show's usual monster of the week format. Still, we're getting to the show's endgame part and it's shaping up pretty hype!
I think it's one of the stronger shows of late, and if anything it's a nice change of pace from the "rider #1 and his whimsy sidecast +rider #2 later joining the party" setup that was present since W.
I watched the KLK OVA myself, and I quite liked it (nice to have a post-show special I don't hate)!
It wasn't much of anything but a fanservicy endcap on the show but I'm more than cool with that. I was suprised by the runtime though, for some reason I've anticipated it to be much longer (then again that could be because my brain registers OVA as "longer than an avg. anime episode").