Here's where I'll put some DMC 4: SE advice and progress.
Let's start with early on in the game. I'm talkin' about the very first missions without any Proud Souls or Red Orbs. Now, this might just be my preference, but I've found it highly efficient; use Vergil on Mission 2 once you pass Mission 1 and keep redoing Mission 2. Vergil's attacks are not only fun to use, but each time he puts the Yamato back in the scabbard he gains either 1 or 2 Devil Trigger Gauges(it depends on which combo you use).
After succeeding in the 2nd Mission, you should DEFINITELY apply it to Trigger Heart first!! It makes your D.T. Gauge last longer. Then purchase Lunar Phase 2 for Beowulf so you can use it on the Red Crystal near the end of the Mission. Trust me, you'll get MUCH more Red Orbs than with combos or anything else. Then you should probably purchase Force Edge Combo B(it racks up quite a bit of Style). Well, probably purchase Rapid Slash for the Yamato since it's really cheap as far as Proud Souls go. Once you have it, press Triangle and R1 and hold it, then release Triangle to unleash a powerful Judgement Cut. It's a nice combo you can do until you get Rising Star for it.
That's all for now! I'll put in some other recommendations later though.
There's no tutorial explaining this, but Vergil still has his Trick Up(not the one he uses against airborne enemies). Just press Circle by itself. You can use this even after Wall Jumping to reach heights that some of the characters can't get to. Also, if you press Circle while locked onto an enemy, Vergil will flash over to them. Of course to get a better range for it you need to unlock Summoned Swords 2 & 3. I don't think there's a tutorial for that either. You can use it before you get the Grim Trick.
If you can hold off on getting any more Yamato, Force Edge, and Beowulf attacks, then I suggest purchasing all of the Summoned Swords abilities. They're extremely handy when you don't want to transform Vergil. Of course, not so handy once you do transform since they also deplete the D.T. Gauge, but it's up to you how you use the Summoned Swords techniques. After getting Force Edge Combo B, Rapid Slash (Yamato), Lunar Phase 2 (Beowulf), and Trigger Heart (Devil Trigger), purchase Aerial Rave B (Yamato [or you can purchase Yamato Combo C, it depends on your preference]), Beast Uppercut (Beowulf), Helm Breaker 2 (Force Edge), and Stinger 2 (Force Edge). Start with the one that costs the most since the more skills/techniques you unlock, the higher the cost of the other ones each and every time.
"Why not get Upper Slash 2 for the Yamato?" You ask? Because after the normal Upper Slash you can just home in on the airborne enemy with the R1+Circle technique. Then you'll be right in their face in the air.
I'm about to get some more Proud Souls from repeating Mission 2, but I'll have more to suggest after an hour or so.
One more thing about the R1+Circle technique is if you fire off the Summoned Swords with the Square button and manage to impale the target, you will just flash toward them without using the default Summoned Sword that goes with the technique.
If you want a higher Style/Combo rating then use Normal mode. If it's too difficult without a few essential skills though, then I recommend doing the 2nd Mission on Easy (I don't use Automatic, but to each their own) and you'll at least get an A rank and more Proud Souls.
As far as the Red Orbs go, purchase the Purple and Blue Orbs. It depends on which one costs less; that's the one I suggest getting before they match each other in cost, by then you should have a decent amount of D.T. Gauge, so go ahead and focus on the Blue Orbs, then finish the Purple Orbs when you've collected all Blue Orbs (Not including Blue Orb Fragments).
Vergil's Concentration gauge still fills up while you're locked-on to an enemy and you jump and roll. I forgot to mention that. Although, I'm fairly certain that even one hit from anything completely reduces the Concentration Gauge to empty. Also, when the gauge is at least half way/over half way full then you can charge Beowulf's attacks up 3 stages instead of the normal 2. Try it out.
Still playing as Vergil for now until I get enough Proud Souls for Nero & Dante so I can go Blue Orb Fragment hunting. It's really easier to do the Secret Missions and find the other Blue Orb Fragments with Nero & Dante. Trying it with Lady & Trish or Vergil is just too difficult, if not impossible.
But getting back to Vergil's technique-purchasing; since Speed is just as cheap as Rapid Slash I believe. The next one you should purchase is Get More Orbs so you don't have to stop your combos and run around trying to get the orbs where they fall and they'll just come to you automatically. Then get Starfall 2 for Beowulf, Stinger 2 and Million Stab for Force Edge. Next, when you have enough Proud Souls, try to get Drive for the Force Edge and Over Drive too. This is all assuming that you purchased every Summoned Swords technique first and foremost. Otherwise they get really expensive later on.
Remember; this is all to prepare Nero and Dante and ensure that they have plenty of Proud Souls to spend.
Before you fight Berial set up Beowulf's attacks of: Star Fall 2, Beast Uppercut & the two upgraded uppercuts, and Lunar Phase 2. In Vergil's Devil form, when you're on the ground, and you use Lunar Phase 2, Vergil will perform 2 rising kicks, lifting him up into the air. That's when Starfall 2 comes into play. You can also use R1+Circle to get right in front of Berial's face in the air and perform the Lunar Phase 2 while airborne without him following up with the double kicks. It still causes a decent amount of damage though.
Alright, you should be able to use Nero & Dante now without worry. I myself will keep going with Vergil to get a few more Proud Souls though. So, you can go either way. I'll update which skills will be essential to Nero first, then Dante, after some more fighting with Vergil. Stay tuned!
I deleted my save file and started over since I haven't played it in a while (I always do that). So, once I get back to where I was I'll update again.
Oh, and one thing for Nero's battle against Berial: once his flames have been extinguished, jump up and THEN use the Devil Bringer on him and he'll pick Berial up and slam him into the ground, causing MASSIVE damage. Well, more than the ground Devil Bringer Attack anyway. But you can follow up with that one after the air-attack with the Devil Bringer. It makes for a nice combo. Not really ideal for Stylish points, but you can defeat him quicker that way and it looks pretty cool. ^.^
When you play as Vergil and face Echidna use the R1+Circle technique to get in her face, then use Lunar Phase. That, and the Summoned Swords techniques until you run out of Devil Trigger. When she spits out (kind of grossly) a Seed make sure to eliminate it as quickly as possible. If you leave it alone and concentrate on the weird dragon-lady (hahah) then it will continuously attack and distract you. So, the only course of action is to destroy it as quickly as possible.
For Agnus Angelo, when he does that ANNOYING energy absorption attack (or gets ready for it anyway), home in on him in the air and use Lunar Phase (in the air). That will throw him off from preparing for that attack and you will have stopped him.
For Credo, well, his shield makes it infuriating to attack him with Vergil, so use Summoned Swords a lot, then use Upper Slash (no matter what distance you are from him) and you'll recover Vergil's Devil Gauge a bit at a time at the cost of diminishing the Concentration gauge. It refills at a decent rate, though.
For Sanctus Angelo, select him with the lock-on and use Beowulf's Lunar Phase to break his barrier and then use the Yamato to knock him down with Aerial Rave 1 or 2. Or you could use Aerial Rave 2 to knock out the barrier, but it might take longer. Then, to not prolong the fight, use Beowulf against him when he's open.
I'll have info on the other bosses as I remember and fight them.