Since I just finished the game I started watching Persona 4: the Animation, and three episodes in, I'm not sure I've seen something with this much slavish devotion to the source material since Sin City. The music and most of the dialogue is straight out of the game, they keep the date transition screen exactly as is as days change during the show, and the eye catch is the status screen as the protagonist's five major stats raise episode by episode. So far the only change or addition of note is that Chie has a big ol' puppy dog and they made the protagonist hilariously fucking deadpan as he observes everything happening around him.
Which is basically to say, it's pretty good! I'm hoping the middle portion of the show is just Yu fucking around and raising social links.
According to my friend, they even held the final episode hostage by not airing it on TV and saving it for the DVD release, which gives you some of that honest JUMP THROUGH HOOPS TO SEE THE TRUE ENDING feel.