Aaaah, sorry this reply is like a month late, I actually wrote a reply before, but then the forum ate it, and I was so filled with rage I couldn't bring myself to type it out again. And then I forgot. I'm the worst, sorry :(
But I've since FINISHED the game and oh god, what a GLORIOUS game it was. You're so right, Luna's ending is the BEST, she's pretty much the best character. The Phi ending is great because it explains so much (except, amusingly, Phi herself), and I also love the K ending because it had probably the biggest WTF moment in the entire game. I love to hate Dio, but I LOVE the Tenjimouji twist, that was FANTASTIC and makes so much sense. Quark was a little boring in terms of being not having much of a twist, although his story is really, really sad if you think too much about it, and the Tenji bit at the end when they're talking about the motorcycle paths made me more emotional than I thought I would be :( Thinking too much about Clover and Snake, given the twist ending makes me really sad, too.
I'm pretty pleased with myself for figuring out some stuff (almost all from the Knox's Laws thing - that was SO CLEVER, though), but there was so much that I just didn't get at all and took me completely by surprise. Although the Sigma-foreshadowing here and there is SO GOOD, like when he's talking about how he's a student and Clover's all 'been working on that PhD for a while, eh?'. It's tied back to 999 really well, although the final-final bit of the game was a bit disappointing because it was slightly too sequel hook-y, in a way that 999 wasn't. I love that Alice's story was fully explained, and I really like her character, although she spends most timelines either dying or nearly-dying.
The bit of the game where the Gentlepoints show up is GREAT. I also love the explanations of stuff like Quark's hat, it's so funny in such an otherwise heavy game. And, oh god, the bit where it's talking about the A and B floors and says something like 'rumours of connections with a Swedish pop band have been dismissed as hurtful to all involved' or something. Amazing. And the BIT WHERE K RIDES ON THE ZERO JR RIDE. Alice and Sigma's reactions are phenomenal.
I'm trying to get everyone to play it too, except I think everyone should start with 999 - not that VLR can't be played first, it can quite easily, I think, but VLR ruins most of 999 and that story's just too good to be spoiled. And 999 never made it to the stupid UK so I just have to lend it out to one person at a time. But I've got you to talk to about it, so that makes me happy :)