My sister turned me onto it. I bought the first season on Blu-ray based on her recommendation, and the next thing I know, I'm buying the next four seasons. It didn't take long to blow through the five seasons. I'm now anxiously awaiting the release of Season 6 later this month, since we don't have cable and thus never caught it on TV.
It's been very entertaining overall, but it can also be frustrating. Sometimes I find myself shouting at the TV screen because I cant believe the stupidity of the characters. Roger Ebert described what he called the Idiot Plot, which is where the plot can't proceed unless every character is an idiot, and Anarchy sometimes falls into that: characters walking into obvious traps, cutting loose dangerous enemies, that sort of thing. The writers can be amazingly lazy sometimes; just when you think the plot is going in an interesting and challenging direction, they pull off some contrivance to make sure the status quo isn't upset.
But I can only complain so passionately about that sort of thing because the rest of the show is so well-done. Even at its worst, it's still about as entertaining as modern TV gets. It's maybe not quite up to the level of Sherlock, but it's close.