Devil May Cry 4

To be able to buy all the skills you will need about 320000 proud souls. You'll probably 320000 proud souls by trying to beat the story mode on every difficulty and trying to S rank them. But you can also farm proud souls by doing mission 20 or by going through the bloody palace a few times.
Here is a video for mission 20 for proud soul farming:

Unlocked for purchasing all of Nero’s skills which will cost you around 320,000 proud souls.

The best way I found to do this quickly was to start up Mission 3 on the highest difficulty you have, (I did it on DMD). Defeat the Scarecrow Demons at the start and then go into Systems and hit Retry Mission to repeat. This should get you between 400 – 600 souls per go which may not sound a lot but will only take you between 1 – 2 minutes each time and is much quicker than playing Mission 20 over and over. After grinding for just over 2 hours I had enough souls to purchase all skills for both characters.

Also I would like to add that by destroying the Red Orb Fountain in the area you can also grind Red Orbs at the same time.

Playing through all difficulties and the Bloody Palace will net you alot of souls as well.

Quick Guide

Mission 9 :

- Buy the Blue Rose charge shot, ATLEAST level 1

- At the very start run forward and encounter the Gold Angelo + 2 Normal Knights

- Stay at the end the fight starts at, evade their attacks and they should retreat to some distance and start forming a blue ball.

- Charge your Blue Rose by holding 'X'

- As they fire at you shoot the blue bolt back for an INSTANT 'SSS' Rank

- Pause, System Menu, Quit mission. Watch your Proud souls increase from anywhere between 400-800

- Rinse and Repeat

- Do-able on any difficulty