Now when I have seen the both seasons I have to say that the first one was a bit better. But the second one was good too until Shirley died. The happened the turn. Zero attacked to that Code Order place and got some problems with his father, C.C., lost her memories, Marianne/Marienne appeared, Shneizel talked with Black Knights(the worst thing ever) and guaaah!
The best episode I ever saw was the second episode of the first season. It was something amazing.
And the first episodes of both seasons were good too. It was interesting to compare them.