Shakugan no Shana is a series that has a lot of mixed opinions from fans. You have to understand that this is because SnS is a VERY complicated series of light novels that were watered down and summarized in the anime series.
However, here are my opinions on it.
SnS (1st): great, maybe even excellent. The movie summarizing the first half of the season is great as well. Great characters, interesting story, and Yuuji and Shana's relationship is at its peak here.
SnS 2nd: When I was first watching it, I enjoyed it. But there's no denying that it's weak compared to S1. Hecate makes her appearance but that's about it. Lots of catfights between Shana and Yoshida, more fanservice, amusement park visits, and general filler material. Even though I say that though, you should still watch it because there's plenty of story as well.
SnS S (OVA series): Depressing as fuck, and also great because of it. Also a good lead-in to S3, because it hints at one of the most jarring developments in the entire series.
SnS 3rd Final: Still airing, so I can't give a definite opinion on it, but that jarring development does happen, and everything's fucked because of it. Shit breaks down, relationships fail, people die, it's pretty great. However, the plot is so intricate that it's nigh-incomprehensible at times, and introduces at least fifty new characters which can be hard to keep straight. Derails into generic shonen at times, but then again I saw that coming from the very beginning. I'm enjoying it overall.
SnS Specials (the Shana-tan ones): Always amazing, every season. XD
If you liked Shakugan no Shana, I would recommend Zero no Tsukaima and To Aru Majutsu no Index. Conversely, if you liked either of those shows, you'll definitely like Shana.