I quite liked Nero. Sometimes he was serious, sometimes he would make some mild jokes. I think it's a nice compromise between Dante and Vergil's personalities. I liked that he seemed more rebellious and critical than Dante. I mean he flat out tells Sanctus that he spouts a bunch of bullsh*t. Yeah, he was a lot like DMC3 Dante I suppose, but what do you expect? He's family.
As for him screaming 'Kyrie' and all that, well, I didn't mind. It's obvious he loves her a lot, so when demons kidnap her (possibly to kill or hurt her), yeah I can understand his sorrow and anger. Seems to me he has issues, feeling like he can't protect people as well as he'd like. So when Kyrie is taken, obviously he's going to feel extra bad.
Character design is pretty good. Never thought blue and red would work well together, lol. Yeah I saw the character art, but he would've looked too gothic and dark in black (+ white) clothing. Light blue and white looked stooopid.
Did not enjoy his fighting style much, though. There's only so much you can do with two weapons (the Red Queen and the Blue Rose). Did like his Devil Bringer, but not when it comes to the story. The DB just doesn't make sense to me... it's almost like they pulled a Metal Gear Solid on us. Nero is the Liquid Ocelot to Vergil's Liquid.