Bit of a necro, but I found this series a few weeks back and absolutely loved it. I also found Stilts' write-ups on Random Curiosity quite helpful in the viewing process, and felt that having a guide at hand eased the intake of the first half of season one. Honestly my only complaint was the unevenness of Sentai's dub; pronunciation inconsistencies and casting changes from season one to season two being the most noticeable problems. That said, the second season does deliver a generally better performance. (I've watched a bit of the original Japanese track, and it sounded quite nice, but my wife generally prefers a dub while I don't have a preference.)
And then I found out that the translator who maintains the Index novels on BT has undertaken both Horizon and the author's previous series Owari no Chronicle. Thus far I've been quite impressed by the fluency, as well as the translator's speed of output.
Both works stand alone just fine, but it's oh-so-fun to find the origins of Gods of War, half-dragons, the automated dolls, the IZUMO group, etc. in Chronicle. And based on a fan-made sprite-sheet for Horizon, it appears that at least 3 minor characters from Chronicle make an appearance later!
The author has managed to create a setting in which he can pretty freely play around with mythology, history, fantasy and sci-fi. And That's Just Awesome. And yet he still manages to create fun characters with much more depth than you might expect on the surface. Malga and Margot deal with striving for equal partnership in a relationship. Toori is an irreverent jester-king with a sharp eye for reading others and figuring out what support they need. Heidi and Shirojiro are two of the most sincere misers I've seen since A Christmas Carol, but time and again they go to bat for Musashi, showing that the true value of wealth is not in its accumulation, but in its use and flow. Yoshinao appears to be a puppet ruler, but he carefully maintains this fašade while protecting and assisting those in his charge.
I do so hope to eventually see a season 3.