Lucky Star, the manga, was created by Kagami Yoshimizu, first coming out in January of 2004. The anime, produced by Kyoto Animation, aired from April 8th, 2007, to September 16th, 2007. It has 24 episodes. Because Aya Hirano, who voices Konata Izumi, also voices Haruhi Suzumiya, there are often references to The Melancholy of Haruhi Suzumiya in the anime.

There are also Lucky Star games, light novels, another manga, and an OVA.

Wikipedia has more, if you want the basic rundown.