This is a beautiful series, whether you like anime or not. Sure, it has a typical story that sets the standards of any "magical girl" show: a normal schoolgirl by day, a mysterious, magical thief by night.
But Saint Tail has something different about it: religion. Sure, you may think that it's not as different as other shows (since some anime, like Sailor Moon and Evangelion, have religious overtones), but the fact that our heroine goes to a Catholic school, her best friend is a nun-in-training, and before she does her thiefly doings, she prays (which I hope I don't offend anyone by mentioning these; I'm a Christian ^__^), makes this show very unique.
Saint Tail is beautifully animated, tells a great story with a corncopia of characters in a different setting, and the music is very catchy and soft. I have watched it in both English and its original Japanese, and I prefer the Japanese. The dub is okay, but it could have been better.
Overall, Saint Tail is a great anime for the whole family to enjoy, especially with the religious bits. Four stars from me!
Also check out the basis of this story in the manga of the same name.