the best way to get a good start in the game is to if you start in devil hunter mode.
after you have done that dfclty go back to human mode and it will be so much faster its not even funny.
Yea heaven or hell mode is pretty hard, yea son of sparda is intermidiate and of course dante must die is extremely hard, so what you do is this you go to bloody palace and try to get as far as you can. you keep collecting all the proud souls you have collected and you buy each move for dante and nero(also is an achievemnt to buy all moves for both charecters) you keep on practicing until you think you have mastered every move possible and the rest is cake.