Lucky Star is bad slice of life. It's the same jokes, and the same boring situations, recycled over and over. It rarely, if ever, explores or expands upon the characters.
Haibane Renmei is good slice of life. It deals with ordinary life in an extraordinary situation. It unfolds beautifully multi-faceted characters who constantly reveal new layers and turns of personality. Yes, everyone is nice to each other, and it's all kind of fluffy, but that's because the world they live in is pretty fucking grim, and some of us are hopeless romantics who actually like seeing people in adverse circumstances looking after each other.
It's not OMFG DEEP, it's just a very well written story.
"Plot does not define story. Plot is the framework within which ideas are explored and personalities and relationships are unfolded. If all you want is plot, go and read a Tom Clancy novel." - Warren Ellis