Last Exile is one of those stories that really does show how war affects every class of society, from the lowest of the lowest right up to the highest. I also love the way that every character has a very important part to play and it's not just one of those animes where everyone is depending on the main character(s) to do all of the work. Claus and Lavie may have gotten caught up in it all but throughout the series their main objective was still the same, to cross the Grand Stream. And it wasn't all just pure happy endings either, with all wars their are casualties and tragedies...
Two scenes that really dig deep into me are with Luciola and DIo. The scene when Luciola is fighting Cicada and finally dying at the hands of Delphine to ask for Dio's freedom was done so damn well x.x And then when Dio is in the Grand Stream and he gets back part of his memory and thinks that Luciola jumped out of the vanship.... *cries*
Dio and Luciola were damn good characters, I loved how at first they were strange and annoying, the way the Silvana crew felt is exactly the way you feel about them. But in the end they're part of the family to both you, the viewer, and the crew of the Silvana.
I also love the way the vanship racers in the earlier episodes who were in the Norkia cup played a part near the end of the story.
It was pretty cool to see Hurricane Hawk, Fat Chicken and Sunny Boy up there...
And I love the way Al kept her cuteness all the way through and was never annoying like most cute characters in animes XD that's a pretty hard thing to do.
I could go on about more but I'll let other people post first, otherwise I'll end up saying it all