Or, commonly known as Magical Girl Madoka Magica or just "Madoka Magica". Anyway. at first glance it's yet-another-magical-girl anime (maho shojo). Oh but you'd be wrong. Avoiding spoilers here, it doesn't take long to see what that entails. It does start out typical, a la Nanoha. Madoka and Sayaka find Kyubey, an odd-looking magical cat creature that offers, "make a pact with me and become a magical girl". While another magical girl transfers to their school and desperately pleads with them to not make the pact, they end up making said pact. After this, Madoka finds out being a magical girl isn't the glamorous thing she thought and things get... well... dark. Very dark.
If you don't like the maho shojo genre, you might want to take a look anyway. And if you do, you might like it. But it definitely has a twist early on that sets the tone for the rest of the series. The art style, especially the backgrounds, can get interesting. There's this weird sort of hyperrealism going on with the backgrounds when they fight witches.
Madoka Magica is also one of the influences for one of the long-standing games I'm running, as a side note.