FanficRecs Brickman's review
If you're like me and have trouble getting into something if you know in advance it ends in death, don't worry. The endings range from "The entire thing led up to this" to "A logical conclusion of the story so far" to "a long, self-sufficient happy story followed by a short tragic story" to "a happy story followed by a nearly non-sequitor sentence or two of Diabolus Ex Machina", and that premise just leaves more room to surprise you with an ending besides the one you were expecting (though none subvert it entirely). The quality varies though, with the peak being the third thread. I'd recommend reading the whole first thread, the whole third thread after the first two stories, the very long Sakuya story from the fourth thread, and some or most of the second thread (mostly Aya, Kaguya, Kanako, Wriggle, Youmou and Marisa). In chronological order for best effect. A few of those, such as the third's Mokou and Reisen and the fourth's Sakuya, are truly stunning, and all are quite good. You can and should entirely skip the fifth thread; I haven't yet read the sixth.
FanficRecs Specialist290's review
Seconding the Thread 4 Sakuya story. It's long, heartwarming, heartwrenching, depressing, macabre, and above all a good read. It's definitely my personal pick of the lot.