I was pumped for some new Lucky Star but after watching this I don't know why they bothered. The TV anime had an awesome sendoff but to follow that up with this OVA drags the franchise down in my opinion. It's not as funny. It's not as clever. The segments after the MMORPG and before the pet shop are terrible. I'm not trying to dissuade you from watching this, I just think you should lower your expactations a little.
I think they missed an enormous opportunity with this and a part of me even regrets watching it.
TL NOTE: Wow, usually I have to coax dogs with peanut butter before they do that.