It's my favourite show of the year so far. Parts of it made me appreciate the original comics even more (the Corinthian getting the "collectors" all together, who all believed the same thing so that they could dream the same thing). It's one of the most accurate adaptions I've seen.
Personally I didn't have any issue with the casting; most of the characters are cosmic entities who are only seen the way they are because of how mortals and lesser beings perceive them, and all the actors did a great job. It was a bit weird seeing Lucifer as a woman though, although the actress was good.
The special effects were great for the most part, and were used to help the story forward rather than just "look at how pretty this is!"
My main issue was with the author in the Calliope special being a fucking stupid idiot who didn't just let Calliope go in exchange for help (even if that was in the comics, which I vaguely recall, it was still frustrating to see).
Certainly it's the best show I've seen on Netflix in a long time.