New Ys? Gimme gimme! 9th entry in the series takes us to Balduq City/Prison and introduces to use Monstrums and 2 Adols. Although I can't say I love this one more than Lacrimosa of Dana, I can say that they improved in almost all areas, except maybe OST and story. Platinum trophy is not a problem, although still requires some grinding/replaying. Let's start

Step 1 - Finish the game on "Normal" difficulty while completing all Quests, Journal entries/notes, Monster Entries, Max Affinity, Collectibles (Petals, Graffity, Landmarks, Chests, Shops, Recipes), Grimwald Nox Challenges

Too much? Don't worry, this is the easiest Ys to get what you need. If you just collect all chests on the way and do all of the quests, you will more or less have everything collected. Many areas in Balduq city are unreachable until you get all 6 characters and until you beat all Grimwald Nox challenges. In order not to miss anything, I suggest you follow my guide topics:

Ys IX: Monstrum Nox - Character Notes Guide
Ys IX: Monstrum Nox - Quests Guide
More topics will be added (Chests, Shops, Recipes, Materials, Monsters, Skills)

To find and complete all Grimwald challenges, you can simply finish the first one in every chapter (you need to collect 100 NOX - upper left corner). First one is always mandatory and story-related, and then you can collect additional 100 NOX to trigger the optional one. The optional ones starts appearing in Chapter 3, so always aim to collect 200 NOX and dispel those barriers. You can collect NOX by inspecting the red dots in the city (on the map) or by doing quests.

All progress can be checked under your Menu -> Journal, so make sure to check there to see what you may still miss. Map is really helpful and it's really hard to miss when you combine jour Journal + Map. Note that chests in Prison (when you play as other Adol) does NOT count, so you can even miss them. Your point of no return is in Final Chapter, before the final boss in Balduq Fortress (when you unlock elevator in the middle and go there).

Quests and Character entries/notes are highly missable!

Step 2 - Start your new adventure on "Nightmare" difficutly

As you transfer almost everything including your levels, your next run on Nightmare shouldn't be a problem. With ultimate weapons and Armors you will not face a challenge. Simply run through the game and unlock the Nightmare difficulty trophy.

Step 3 - Finish Boss Rush mode and Time Trials

Both are unlocked when you finish the game for the first time. To make this easy start a new game on the lowest difficulty and from that save play those challenges. It's the same as in Celceta, where I had no problems with beating the Boss Rush mode without retrying. By this point you should be a master when it comes to boss fights.

Step to have in mind while playing

Some grind trophies are worth noting, so I will make a list to make it easier for you while you play:

Have 1,000,000 Gold in possession - At the end I was around 200K (last dungeon had good money drops). Save, sell everything, when trophy pops, load your game.
Reach max level with all skills - Often change your characters and spam skills. Equip Warrior Seal +4 (buy in Dandelion) to speed up the process.
Reach level 99 with any character - DO NOT user Tempest Elixirs. Those are rewards in many quest and can be exchanged for NOX in Dandelion (Lantern shop in basement). When you reach level 80+, use all of those elixirs to reach level 99. Since levels transfer, it's also easy to get here in NG+.
Use Flash Guard 100 times - If you press L1 when an enemy is about to hit you, you trigger this one. Do this often
Use Flash Move 100 times - If you press L1 when an enemy is about to hit you, you trigger this one. Do this often
Use Boost Mode 100 times - When your level bar reached half, press L1+R1 to enter boost mode
Use Extra Skills 100 times - While in boost mode press L1+R1 to use extra skill attack
Exploring Balduq trophies - You need to spend 5 hours controlling all 6 characters, so change them often or simply use the strategy explained under the trophy bellow.

New Game + transfers

Character Levels: Transfer character levels and elixir effect.
Skills and Skill Levels: Transfer character skills and skill progression.
Equipment: Transfer Equipment (Weapons + weapon upgrades, Armor, Gear)
Consumables: Transfer most consumable items.
Materials and Ingredients: Transfer materials and ingredients.
Gold: Transfer gold.
Ritual Relic Enhancements: Transfer ritual relic enhancements
Map Exploration and Treasure Locations: Transfer map exploration progress and treasure chests recorded on the map.
Playthrough Bonus (1): Start with Empty Bottles x3
Playthrough Bonus (2): Start with All Materials x10 (excluding ingredients and twilight shards)
Journal play-stats (Minus the Character Notes/entries)
NOX will be converted to twilight shards and carried over.

You can select any number of above listed transfers.