I like AnY because of how misleading the whole setup seemed at the beginning of the series (in terms of plot and character development).
I think we all can agree that the whole sheltered-princess-gets-chased-out-the-castle scenario is not necessarily original. The plot progression in this manga, however, was a refreshing change that I've not often seen in the shoujo historical fantasy genre.
Therefore the fact that the manga turned out to be so different from what I'd initially expected made me interested in how it would end. So I got hooked to the series.
P.S. The amazing art and character designs were also a plus point!