I love the characters, too. Here's where I started: Touhou Project Compilation [TH01 - TH12.3] (download torrent) - TPB
Torrent that up and I think you'll grasp the concept soon enough. And no, there isn't an anime yet. Sadfaic.
C
ChaosDX
Cheeeeeeen!
K
Kitsuno
Good to see more Austin AD/DLs =^.^=
Z
Zephy
Cute avatar. YOU CAN DO PEN TRICKS??? (Jealous >.<)