I've noticed the date the previous person posted but tis game took me 4 years (on and off) to finish on Dante must die mode, so this could EASILY still be relevant. Right, with that out of the way:

Stock AS MUCH AS POSSIBLE (items etc) for Dante Must Die mode (NOW!) because you WILL need them. Personally I flew through DMC on Normal and hard (by comparison to DMD)...Then Dante Must Die setting hit, or more precisely the final fight with Nelo Angelo (Nelo Angelo goes from one of the easiest bosses to THE toughest IMO) and about 3 years, 6 months later I finally finished it.

Remember if you already have Ifrit and you choose to do so (you won't get the orbs though remember), you can skip the 1st fight with Griphin by lighting/attacking the torch next to the exit.

I have played Ninja Gaiden for the X-Box and completed it on the hardest difficulty it has to offer. While Ninja Gaiden could be compared to DMC3, neither of them truly compare to how tough this game is IMO...so you have been warned, if you didn't already know lol.