The only bummer about this game is that you cannot redo a stage without restarting it. Sometimes it's not a problem, but at some points, if you're not quick enough, you can permanently miss out on a secret because it's simply not possible to get to it anymore. I don't want to go into too much detail to avoid cluing in some of the people that haven't played it yet. 😛
The more fun part of the game is probably the gauntlets and especially when you turn certain gods on. Although, you need to be wary about turning some of them on. I turned on the one where enemies "retaliate" upon death (drop a small bomb sort of thing), and I went into the stage with the crocodile thing. At the beginning of that stage, there's a huge flock of birds... yeah... they dropped a lot of bombs when I killed them! But anyway... the challenges are in a round fashion where you fight a certain set of mobs for about... 20 rounds. I think you get one death and they'll randomly give you some potions to replenish your stock.
I think my favorite weapons are... the flamethrower, and I can't remember which ranged weapon I typically use. Most weapons are kind of junky though as almost every weapon has a gimmick, but the gimmick is usually not worth the drawback. The flamethrower is a little gimmicky, but it's ability to ignore heavy armor is just so nice!
Challenge modes can be a bit of a pain. It took me quite a few times to do the Breaker Bow challenge simply because you have to get the Power Shot done properly or else you won't destroy the items in 5 shots. Well, that's unless you cheat and upgrade your bow's damage, which means you can just fire normal shots. 😛 The problem with the Power Shot is that the damage of it starts at 30, so if you release right when you start to blink white, you will only deal 30 damage to the things that have 31 health... bummer!