Shin Megami Tensei IV: Apocalypse

• If you played the first one and dealt with the moderately-jacked calculation for physical skills, they fixed that in this version. Physical skills now go wholly off of Str, Gun skills go off of Dex, magic goes off of Mag. Agi is for acting sooner in combat and dodging, and Luck is for smirk rate, crits, demon recruitment, etc. I went 3 Mag / 1 Agi / 1 Luck every level and it worked very well, you can probably sub in Str or Dex instead of Mag if you want to go that route.
• There are apparently diminishing returns after 200 in a damage stat, so if you're going 3/1/1 you could probably switch to 1/2/2 or just do whatever when you hit that milestone.
• Going Physical or Gun means you'll be a little more dependent on equipment, which can get pretty pricey; Magic, conversely, is pretty taxing on the skill slots if you want full elemental coverage (whereas Physical and Gun can get away with one heavy-hitting skill of their type, maybe an all enemy skill, and then a healing spell)
• Good apps include: Skill Expansion and Demon Skill + X, MP Recovery 1, 2, and Party MP Recovery (trivializes healing since you can just cast infinite heal spells and walk to regain MP), Summon Discount 1-4 (not that big of an impact for the first few levels, but level 4 is a 50% discount and by the end-game this makes fusing a lot of the special demons much easier).
• Nice-to-have apps include: Extra Stock (as much as you feel like you need), Auto-Pinpoint (instead of auto-battling with R, which is just basic attacks until someone dies, this lets you hit L and auto-battle with attacks that target enemy weaknesses. Makes grinding easier if you feel like doing that / didn't buy the XP DLC), Scout Gift / Scout Bonus / Scout+ / Expert Scout (get rewards for scouting, make scouting easier, and possibly recruit another demon when you get the first one. Combined with a good Luck score you can make the recruitment process much less painful).
• Unlike SMT 4, there are many apps that are gated by level (the + skill slot apps are a good example).
• There are a bunch of 'do <thing> X times' Challenge quests that will pop up as you level; most of these are things you'll be doing anyway and I think I auto-completed them every time they became available (things like collect relics, do damage, exploit weaknesses, etc.). The one exception is that there are two quests to Fundraise money from demons; this requires buying the Fundraise app, and buying at least the Fundraise + app will make this a little easier to complete. Fundraising isn't a great source of income but if you want the quest XP do it for a little bit every once in a while to finish this off.
• Your MC is probably best suited to shitting out damage since you can get his attack stats so high, but you also get plentiful items that will let you cover some support stuff if you need to. Notable skills that you can't duplicate well with items include: Makarakarn and Tetrakarn (reflect, you get items for these but they're much rarer than other ones and very expensive from an end-game shop), Debilitate / Luster Candy (debuff all enemy stats and buff all ally stats, respectively; have demons cover these), Magaon (removes enemy smirk, you absolutely want this on at least one demon going into the final dungeon).
• Speaking of the final dungeon, it's horrible, so don't feel bad for looking up and using a map.
• The route splitting is not nearly as obtuse and hard to game as SMT 4 and basically boils down to some obvious choices at certain points in the end-game. You will, however, be punished if your final choice really doesn't match up with how you acted throughout the game.
• For Horde enemies, abilities that hit all enemies normally will hit three times, making them better to use even if you're not hitting a weakness. Also non-boss hordes have a chance for reinforcements; I've seen as many as 5 total although most of the time it's 2-3. This can be good for grinding if you identify which enemy icon on the map corresponds to the horde encounter for a given area.