You didn't miss it. Most of us simply refrain from bringing up titles that are more than twice as old as Fakku :P
Not that I mind though (we make exceptions from time to time and Mai-HiME definitely deserves it) and if this topic gets proper feedback I might consider presenting a few more awesome yet omitted 'oldies' my self ...
As for the show ... absolutely, fuckin' loved it !!!
It starts rather mediocre, the character designs aren't anything special and the monsters look weird ... So what !? The amount of drama, tragedy, plot twists and shit it gains as it progresses overshadows everything !
I also learned to truly appreciate some characters (Mai especially) while re-watching the series.
If only that god-forsaken, horrible ending never happened ...
BTW - the above-mentioned isn't the main reason I loved the series. The music is. I simply lack the words to express how much I love that soundtrack. There's only one other series that tops it and I'm currently considering creating a topic for it...