This is the best anime I've ever seen. The complexity and poignancy of the story, especially as it begins to wrap everything up, is great, as is the humor, which often turns up in unexpected places, more subtle than the humor of most anime.
I also love the art style, and the way characters are animated is more fluid than a lot of cartoons- there's relatively little woodenness.
The series is a bit violent at times- it always amazes me that in Japan it's a kid's show, and here it's got extreme violence warnings.
And I think the characters, male and female, are almost all interesting and well-developed. GrowUp, I can agree with you about Rose and possibly Winry, but what about Sciezka, Dante, Hawkeye, Izumi? And I think Lust's journey is one of the most interesting and sympathetic sub-plots. By the end of the series (I hope this isn't a spoiler) I had grown to like her character quite a bit.
Frozeninja- Upon re-viewing, I agree about the ending being rushed, but still powerful. After all, I did WHAT THOU SHALT NEVER DO and watched the last two episodes first, which is what actually hooked me on the show. Any ending that can make you curious enough to go back and see the beginning, is by definition a good ending. But the irony is that I had made up scenarios in my head of the intervening story arc, that I ultimately liked better than the story that was presented.