Blue Rose

The Blue Rose is Nero's gun, and isn't as important to his fighting style as Dante's guns are. You can use it to inflict ranged damage or keep your style meter up, but generally speaking you'll probably want to stick to his Red Queen to dish out most of the hurt.

No need to use the Blue Rose very often, unless you really want to.

The Blue Rose has very few upgradeable abilities, all of which revolve around charging your shots up before firing. It can make the weapon decent to use in a crowd, but again, most of your Proud Souls will probably be going to the Red Queen or your standard abilities. You can easily beat the game without ever upgrading the Blue Rose.

Devil Bringer

The Devil Bringer is Nero's demonic arm, and offers up the biggest gameplay difference between him and Dante. After playing around with it for a bit, it can actually be difficult to go back to playing as Dante, because the Devil Bringer winds up becoming incredibly handy, no pun intended. It can almost even be a crutch. Still, though, the abilities it offers you are incredible, so make good use of them while you're playing as Nero.

Buster: While near an enemy, tap S. This will grab the enemy and perform a special and specific throw, dealing heavy damage to the enemy, but also possibly leaving you unprotected for a few seconds. Given the general passivity of the enemies in DMC4 (as compared to DMC3), though, you will usually have plenty of time to complete a throw, and in some cases (like with Frosts or Assaults), you will actually be able to injure enemies around you while using Buster on one of their friends.

Buster will be one of the most often-used moves of Nero's.

Buster also winds up being one of the more important boss-killing enemies, as many bosses will have special Busters that can be performed on them when they're stunned or otherwise incapacitated. It can take a bit of time before you recognize when these weak moments occur, but when you do, connect with a Buster for big-time damage.

Devil Buster: While in Devil Trigger mode, you can perform lengthier and more damaging Buster animations, both on bosses and on regular enemies.

Snatch: Snatch is arguably even more important to Nero than Buster is. When you use Snatch, you send your arm out towards an enemy, grab them, and either pull them to you or pull Nero to them, depending on how heavy they are. You will be using this an incredible amount of the time. Why run over to your enemy when you can simply bring them to you? The mobility and flexibility that this maneuver affords you is fantastic, and you can also use it on heavy opponents (such as bosses) to get yourself in prime opportunity to strike them.

The only upgradeable options for the Devil Bringer are two upgraded versions of Snatch, which will let you clutch enemies from a greater distance away. These are pretty much mandatory for Nero and should be bought as soon as possible.

Devil Snatch: When in Devil Trigger mode, your Snatch ability will bring in more than one enemy, assuming they're clustered together.

Hold: If you tap S for a Buster, but hold the button down, you will hold your enemy in front of you and use it as an impromptu shield. Works great with large enemies like the Mega Scarecrow. You can't perform any offensive actions while Holding, however, but you can charge up your Exceed meter.