I haven't gotten far in Disgaea 4 yet, but in Disgaea 3 I enjoyed that story fairly well. Although it was extremely comedy heavy, during the last few chapters there were some really close calls and the story did an emotional jerk on me. The climax/conclusive battle was pretty good too,
But they need to tone down Geo panels, it's frankly a pain in the ass to deal with EVERY geo panel in the item world. But what I truly want the most is;
MORE attacks. There's like less than 50 total attacks in all the Disgaea games. Now I don't want something as crazy as Phantom Brave which has over like 400 attacks, but to be honest, it'd be a little less boring, and more entertaining to see more weapons and attacks. Phantom Brave had some comedic and some really bad-ass attacks. Currently the best looking attack I know is probably Dimension Slash from Disgaea 4. All of Disgaea 4's giant attacks are absolutely bad ass, and I can't help but ask for more bad-ass attacks.