I'll be honest: I am not completely blown away by her explosive gameplay. Her use of guns is essentially an expanded Gunslinger with a little flavor from Nero's Blue Rose in terms of charge mechanics. Her variety of two-some time and honey-comb fire has an additional charge shot kick to it, almost like Dante's MVC3 Hyper Combo, something that Dante himself is sorely missing. Her Shotgun specials have either a follow up (for the Gunstinger-like move) or extended duration (for the Fireworks-like move). Both of these are nice little changes, but there is almost this sense of "seen it before".
Kalina Ann adds the most to her gameplay in a couple of ways. First and foremost, it isn't reliant on its own gauge for powerful moves the way Pandora is. This means that the player always has access to the rocket launcher's more crazy moves without build-up. Second, it offers something Dante in Gunslinger did readily have (without using high disaster gauge): easy to access AOE.
While her gunslinging side is above Dante's, as expected, her melee is almost utter crap. Her slowness in swinging her bayonet is expected given her being only a human, but both the lack of variety and usage outside of close range crowd control makes it feel almost redundant.
I guess my concern with her is: does her expanded Gunslinger style gun-use outweigh how much her melee is gimped compared to any of the other characters? This is especially important considering that she lacks DT (and hence health recovery without items) and move variety (lacking on pause combos completely).