I also need to clear the bloody palace, but that shouldn't be too hard. Yesterday night I spend 2 hours and 15 minutes getting to stage 101/101 in the bloody palace only to lose to the final boss... I'm not so sad because I still got experience points and currency by getting to that point, but ehhh sorta disappointing.
Anyways, Nero is by far the better character in this game. Dante is too slow, while Nero can easily dispose of anything just by abusing the Blue Rose's triple charged shot and the EXceed gauge.
I've been playing this game for 75 hours so far! After I finish clearing the whole game, I'll take on Devil May Cry 3 again and try to get all S rank in that one too!
Anyways, great franchise. I recommend Devil May Cry 3 and 4 to all action gamers. Both are available for PC.