I honestly really have no other words for this series of sound novels.
They're extremely convoluted, there's a lot of text, and a lot of characters (more get introduced each episode it seems!), but it really is tightly wound and made; there is a clear direction, believe it or not!
Maybe this will change later but EP5 sort of affirmed to me what type of story this is at its core (it does cover a lot of genres, sometimes even to the point parodying them).
It's hard to say anything without spoiling ANYTHING, but you need to come into this body of work with an open mind.
Also, the music is GODLIKE.
The anime, however, is not.
Avoid at all costs and try to pick up the sound novel.
Here's a link to the music boxes (OSTS basically)
Getting started: Episode 1-4 torrent
Episode 5 torrent
Episode 6 is out but the current translation patch doesn't work with Ep 5-6 combined.
Go to witch-hunt for the translation patches.