This is a short review, don't expect deep analysis on the anime. Contains slight spoiler, though not enough to ruin the experience.
Yosuga no sora is an ecchi anime with each female character (except for one) having her own arc. It basically works like Amagami SS. The ecchi level in this anime is quite high, though not enough to be called a hentai, sex scenes are shown with censor. Therefore young kids and sensitive teens (the kind that feel uncomfortable with sex related stuff) should avoid this anime. The animation is quite standard, nothing worth noting here. The music is well done, with some beautiful background soundtracks and an awesome opening. The characters are either good or bad, depending on each person's taste. Most people, including me, agree that Sora, main protagonists sister, is the best and that Nao, protagonists childhood friend, is just a plain, annoying bitch. Actually, what type of childhood friend rapes you? When you're like 10 years old! *Facepalm, You sure got some nice friends.
This anime is a hit or miss. If you dislike echhi, don't watch it. If you're like me who is a bit more tolerent of this kind of stuff, go ahead and give it a try (actually, I watch hentai, so this anime is nothing). It still has a decent plot and all, but just didn't leave an impact on me.