Henry is tough at first because you can't dodge his sword combo attack too quick, or you will get hit. You have to make yourself sit there, take the hits, and then dodge the last one and counterattack. It takes some timing, but once you get used to it he's not so bad.
So is the open world completely removed from No More Heroes 2? I read somewhere that you get to play as Shinobu. That's pretty cool.
As for the games. All of the games that require you to point at the screen to shoot just felt too imprecise for me. The FPS games in particular felt really bad. I'm used to keyboard and mouse controls for most of my FPS games, so using the Wii remote just didn't feel right to me.
I couldn't really get into Madworld, it just felt like it was trying way too hard with the gore and finishers, and the controls were kind of all over the place.
I tried messing around with the JRGs: Xenoblade, Pandora's Tower, and The Last Story, but I can't stand JRGs these days, and these games didn't change that.
Muramasa reminded me that I really don't like VanillaWare games. It was like Odin Sphere all over again, no thanks.