Loved the art; the background, the various menu screens (cut scene, game over, etc), and of course the UFOs. One thing I noticed was that it was really easy to avoid attacks from Grannies, and that it's possible to just sprint through the level without fighting anything and get to the end.
Some kind of indicator of getting hit would be nice. I'm staring at the area around my character rather than the HP bar, so I ended up dying a few times without realizing I was close to dying, or that I was getting hit. Mouse to aim (rather than aiming where you're facing) would also be great since you use mouse to shoot. Overall, it was pretty fun.