Right now I'm on my second playthrough, chapter 8 of Serawi's route; first playthrough was Yuela's. I have recruited the angelmaids, Mylen and Phinilly; done Hanna's first escort mission; completed Roka's quests, and most of Lyphia&Evelyn's. Most characters are at lvl 60-65, a few are around 70; Lily, Leguna and the golem are 30-35 (ran them through Deadbeat and didn't do much else).
I have thought about what I am going to do on this and further playthroughs, and this is what I have decided so far:
1) Complete current playthrough. Recruit Asmodeus and Hanna (and get her through Deadbeat once or twice), finish L&E quests. Get [s]Tiger[/s] Meister. Maybe get a bit deeper into the mine, but not too deep. Don't visit EX-dungeons.
2) Speed through Yuela's route again (skipping the less important stuff), primarily with my lvl30-35 characters and Roka/L&E. Get some Crimson Seals (main point of this playthrough, as I sold them all before I realized that I need tham for recipes). Get God Slayer H-scene and Yuela/Ragsmuena event (the route-specific one). Grab whatever Beads I can. Probably get some of the more useful/rare items like Ful's Tear and Stynia. Definitely on Hard.
3) Emelita's route - full-out. All characters, all quests, all dungeons, all items. Without caps, maybe on Hard (although I'm somewhat daunted by the thought of getting through EX-dungeons on Hard).

Can you give any comments on that? Is there anything else I should do, or not do?

I'd say you're better off doing more early instead of postponing it. You'll want max rewards from each playthrough.

Recruit anything worth recruiting ASAP. Don't save any recruitable characters for a later playthrough, you'll want at least clones of everybody as early as you can.

You need to go through most of the mine to recruit Asmodeus, so you really can't skimp on it too much.

Take note of minimum levels needed to unlock stuff. Remember to re-level characters after resetting their levels with the Fountain (once you get to 99).

Playing on hard or with no caps is only if you want some challenge back in the regular game. For speed throughs it's really counter productive.

Get stuff like Ful's Tears on every playthrough. Farm Fairy Beads from Phinilly's copies every playthrough.

Don't save EX dungeons for hard, they're bloody hard on normal. (Same with deep mines.)

You'll want to spend time farming rare accessories, the sooner, the better. This means EX dungeons.

That would be my advice off the top of my head, but of course feel free to play any way you want.

Well, here what i did for each play for comparison:
1st play : Level-up all story character to Lv99 for Ex-map in NG+, maximize clothes for all heroine.
2nd play : Fast play to beat ex-map & get all artifact, All bonus char excluding evelyn & lyphia Lv99.
3rd play : Evelyn & Lyphia level 99.
4th play : Move to another heroine route
5th play : Last heroine route, by this time i should get all ultimate weapon. (now i'm in this point)

how in the world did u get all the to lvl 99 on ur first play?

2.0 dungeons. I got two or three characters to 99 there before I lost my saves.