Nero was without a doubt my favorite character in the entire series. Dante, after DMC1, at least, fell flat on his face and even in DMC4 has not recovered from that. In fact, DMC4 gives me a WORSE opinion of Dante because he's far too powerful and therefore really cannot die.
Nero was believable, and he was able to die. (He almost did, if you recall, by being stabbed) Now if he had a few more weapons, I'm fairly certain I'd like him even more than I do now.
And for the record, I severely dislike Vergil as well. Call me stupid, but I'm merciful to a fault and Vergil extremely contrasts that, which I hate.