That's the thing, Hayate no Gotoku might technically be a harem series, but it has great writing and it's funny. It manages to be a harem series that doesn't rely on fanservice,
Yeah, it's a tricky genre to write. How much time do you spend establishing the real world (my answer is actually that I begin as a fantasy story and the portal aspects are revealed later, but that's subject to change), how well do you have them fit in, how powerful do you make real worlders, and so on. On top of all the high versus low fantasy stuff (low fantasy for me, because I'm playing with some tropes I dislike).