Violence / Gore: I wouldn't say that it's over-the-top in violence. However, the people fighting do get some bruises and wounds that bleed. The real problem lies in a couple scenes that I have listed in spoilers below.

Nudity / Sexual Content: This is more of an issue than anything else. The main character happens to get her clothes torn to shreds the majority of the time while she is fighting battles in dresses and a school uniform that looks like it has a mini skirt (so short that you get glimpses of what's underneath in action sequences). There might be one bath scene if I remember correctly. Also, there are a couple of kisses in this series. Halfway through the series, Kazuma gets ahold of a camera that a delinquent put in the female restroom. All we see is a woman enter a stall, but you watch Kazuma's facial reaction for the rest of the film. There is another delinquent (or it might be the same one) that takes indecent photos of girls (such as under skirts). The main character's father makes many random comments about the relationship between his daughter and Kazuma (just in case this bothers you: they are distant cousins) especially to Kazuma's younger brother. There is a hot spring episode near the halfway point of the series as well. Yet, the most disturbing scenes are when Spoiler: Kazuma remembers the death of his loved one (by the way, I don't know if they ever officially "married", but I know that they lived together and promised to protect each other): he was beaten up pretty badly and was only able to look on as the girl he loved was killed before his eyes as a "sacrifice". She was completely naked during this with strips of blood wrapping her body as she underwent extreme suffering (one thing is a constriction spell).

Potentially problematic theological themes: There is a woman who becomes a nun - of what religion, I cannot confidently say. There is magic and maybe a church as well.

Other potentially problematic themes: There is some swearing and drinking. However, I would like to especially note the dark tone of the story that was mostly established by the scenes that I put in spoilers.

Final thoughts: Yes, there are many problems with this series that makes this a risky venture. However, it did have a good prevailing theme about the duty to protect the people that we love with all that we have. Also, some of the best comedy is found in this series and the interactions between the main character and Kazumi are priceless. I really like Kazumi's voice actor in the Japanese dub, but the English dub is worthy of praise. It's really one of the best dubs I have seen made.