It's hard to describe Lucky Star without using words such as "meta" or "proto", or comparing it to similar all-female high-school comedies such as Azumanga Daioh or School Rumble or perhaps drifting into expletives about the circular Suzumiya Haruhi references by Kyoto Animation. The concept to take away from Lucky Star is that it is relevant to compare it to all of these things, and brutally unfair.
Lucky Star shines because it manages to not so much parody but lampoon modern otaku and anime by, paradoxically, being a fan pandering anime itself. The first episode was divisive in that many wrote off the long soliloquies as boring or blatantly obvious as to their purpose, this weaned off the Haruhi refugees like a brick wall. In retrospect the meandering script changed little in delivery or tone from the last episode to the first episode, unlike the aesthetics which, while universally well animated, showed how much the animators settled in to drawing the characters. The first episode did brilliantly in laying down the foundation of the rest of the series, characters were expanded upon and new ones introduced, but the humour and pacing remained.