there's a few options that are lost for good, but it's really very few... a number of times the story progresses and it looks like you aren't going to get to choose them, but even after a battle or two, they pop up again.
Re: the H-scenes, they weren't all that bad (although the Kamyu ones were just ridiculously out of place) and usually at least had something leading up to them... the problem with all of them was the total lack of indication afterwards that anything had happened. The Touka one, particularly, should have resulted in massive embarassment afterwards, but no, everything's back to normal. Honestly, in terms of how well it was set up and made sense, the Yuzuha one was probably the best. Too bad that by eliminating it and thus also everything leading up to it, the anime basically made Yuzuha a pointless character; one of the few cases where the game was definitely better.
Random thoughts:
Does anyone think it's odd how jealous Eruru gets when Aruru is with Hakuoro? Early on, it seemed like she was just upset with Aruru making Hakuoro her father, since that would essentially make him her father too, and she obviously doesn't want him thinking of her that way. But later on she gets all mad every time Aruru snuggles with Hakuoro, basically reacting the same as if Karura was hanging all over him... makes one almost expect there to be an Aruru H-scene
It's interesting how the game basically made Touka a total comic relief character, starting with her doing a Wile E. Coyote impression in the bridge scene... from that point on, everything she did made her seem like a joke character. The anime had the same scenes afterwards - with her trying to commit suicide, falling over herself thanking Hakuoro, then being obsessive with guarding him - yet while the scenes were funny, Touka herself still seemed like a serious character. (Yet the anime had the scene with her fawning over Gatchatara - the one time in the anime that I recall she seriously makes a fool of herself - which I was disappointed to see wasn't even part of the game)