I'll agree with some of the comments in this thread - the story was a bit all over the place. Stories were picked up and dropped after just a few episodes (The Minotaur Man attacking the house once and raping Queenie only to never be talked about again is a prime example) as somebody already said, and I actually couldn't wait to finish the series. I think the characters and the original backstory is what made me keep watching - I think some of the characters (Madison, Misty, Myrtle) are some of the best from the show, and I liked the take on comedy.
I think the show lacked any grittiness - Asylum had a lot in the Bloody Face murder spree both past and present, Dr Arden's work, Lana, Jude and Kit being false imprisoned, the electroshock therapy ect, as did Murder House with the backstories of the back street abortions, baby murders, and the constant death. Coven had no real grittiness apart from Kathy Bates' obsession with experimenting on black men, and I think this is what provided me with the most interest - in another season it probably would have just been another sub plot but because there was no other gritty plots I was hooked. The Axeman thing also provided a bit of interest, but could have been explored further than the 5 mins we got at the beginning of the episode - other than that he was just a love sick puppy for Fiona and randomly gained superpowers to murder all those men.
Anyway, the characters were good and I loved Cordealia as the supreme. Angela Bassett was also an amazing addition to the cast and I loved her character - I felt her and Kathy Bates' characters deserved more of a climax than just being sent to hell though. I liked Fiona's ending and it was well deserved. So yeah, wasn't enough gritty for me but the characters were fierce and I enjoyed a few moments - it wasn't all bad, there was just not enough strong plots like there should be in AHS to keep me gripped besides Kathy Bates' backstory and Who Is The Supreme?