Yeah, I heard about, it was just a basic picture with the title and Lucy face, or mostly eye. So I looked it up then, came to the youtube video with the link to the series and an AMV set to Lilium. I watched it (even though it said at the top in relatively small font 'Don't watch if you haven't seen the series' because of spoilers) and it looked interesting, so I watched it.
Yeah, it isn't hentai, mostly because the nudity isn't really 'forced' and caused for smexualness, it's more real meant for the brutallity and somewhat realism, of the situations. (would you give a murdurous girl with supernatural powers clothes that can make her more deadly by letting her find a way of making it into some kind of deadly projectile or blade? I think not.)
It is certainly my favorite (even though I haven't seen that much anime) Another good one in my opinion is Black Lagoon, it's more actiony, but it's a pretty good series for the enjoyment.