
Black Rock Shooter faces the same problem as Rio! Rainbow Gate!
Wait! Don't leave yet, it's not as bad as it sounds!

Allow me to elaborate.
Y'see, both Black Rock Shooter and Rio (or more accurately, Ordet and XEBEC, their respective studios) have very little to work with. Both studios have "source material" that's not much deeper than the single character designs that they're based on. Black Rock Shooter is a random illustration by Huke that inspired a Vocaloid song. Rio is a face (and chest) plastered on the front of a pachinko machine.
And here we see where Ordet and XEBEC diverged in their approach. For Rio, XEBEC said "F*ck it, let's just make it stupid as all hell." And they did, ending up with a show that mostly lies in so-bad-it's-good territory.

Thankfully for all involved, Ordet had a lot more money to throw at this, and they settled for making everything look absolutely bitchin'. Parts of Black Rock Shooter are easily some of prettiest animations I've seen.
The show oozes with god-tier CG that's practically indistinguishable from 2D animation, and the character designs just plain look cool. Assuming you're inured to young-girls-in-hotpants aesthetic, there's no contesting that Huke created a real badass rendition of Hatsune Miku.
Black Rock Shooter, Black Gold Saw, Chariot, Strength and Dead Master (see? they look so good I remembered their dumbass names!) look damned awesome as they do action-y things during the ED animation (cued to a hot metal remix of the original song), you can absolutely see how Supercell got all inspired by that single illustration.

Unfortunately, it's that same lack of available depth that makes Black Rock Shooter's prime, glowy blinking weak spot. The series is based Ordet's original Black Rock Shooter OVA (you don't need to watch it), and is, as then, about a couple of girls being friends in regular real-life high school. Mato, who is/might be Black Rock Shooter, has got that pseudo-yuri BFF admiration for Yomi, who is/might be Dead Master. They're the best of friends!
Except Yomi has a dark secret, sort of. Kagari, who is/might be Chariot, is really really crazy and won't share Yomi. Figuratively this translates into Chariot beating the crap out of Black Rock Shooter in the crazy CG world.
In this show's favor, the connections between the BRS-world and the regular world are stronger, and it doesn't beat around the bush. It takes six minutes in the show to get to the friend-making, whereas the OVA plodded on for twenty. The intrusion of Kagari's supernatural crazy is there and genuinely disturbing. It's more obvious that something is at least a little bit wrong.

It ain't perfect, though. You still end up asking how these two halves are actually related. What are they even doing? Are Black Rock Shooter and co. subconscious proxies for these girls secret real-world emotional/social problems? And if the problems are secret, why are they so open about them in the real world anyway?
Then again, perhaps it won't matter in the end. Black Rock Shooter promises to be short, at just eight episodes. Ordet seems to be aware of how long they can stretch this, and is at least conscious of what people (or at least I) are coming to this series for (hint: it isn't the high school girls being friends). Maybe they just pushed this stuff in to pad it all out (it makes up 2/3rds of the episode's runtime), and to keep everyone from getting exhausted by all that visual stimulation. Perhaps they're just being smart about this.
Either way, I'm staying in, because damn, does this show look pretty.