In my opinion - and please have in mind that this is just my opinion, not stating facts or talking for someone else - Devil May Cry 2 is my favourite of the bunch. I have probably played through this game 10 times more than all the other games together. The gameplay is alot more enjoyable, it is more stylish, Dante's looks is the best of all his appearances, Lucia is a great and fun character to play as, it's simple and easy to get into, it had some awesome enemies and bosses and the DT's were great. You could unlock Trish to play as, you could unlock the cool Lucia clone "The Secretary", alternate outfits... The gothic architecture was beautiful and I think it fits the series alot. The game generally had a mystic vibe to it.
My only beef with the game is the storyline. The story wasn't as epic or well-written like in the other games. Dante was more silent, as many have mentioned already, and it does indeed seem like he's matured alot in this game... but why? There's no background for why he's on Vie de Marli - he just is. And that makes me kinda iffy.
But it is still my favourite DMC game. And I can't wait to get my hands on the HD Collection, so I can play it through again. ^^