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In area 4-3, you can find a special sword called the Storm Ruler. At first glance it may not seem very useful, particularly when you check its stats to find it has only 10 durability (the lowest of any item in the game). Then you give it a swing and watch as it splits the air in two with a vertical shockwave of death, slaughtering every flying manta ray that happens to be even near the shockwave's range. While it only makes shockwaves in this area, it's still satisfying to swat those enemies down from the sky, as well as take large chunks out of the boss' HP with every swing. The fact that it's one of the best spots to farm souls is just icing on the cake.
Every time you beat a demon. Think about it: It's your character, probably with half of his/her health, against a whole ARMY of monsters that occupy the area. You managed to beat all of them, or at least a large part, and THEN you've killed a powerful creature. If it doesn't make you damn proud of yourself, then you're not human.
Arguably - The whole point of the game.
When you beat the game, after you have conquered some of the greatest challenges in videogaming history, built a character that no demon can stop, and chose to let the Old One rest once and for all, that moment when the hero takes one last glimpse at his main enemy gives a feeling of pride and accomplishment that no gaudy cinematic could possibly mimic. The war is over and you have won, with no twists or strings attached.
The fight with the boss of 4-3: It's just you against a small army of flying, spear-shooting manta rays and their enormous progenitor - but you have the Storm Ruler, ancestral blade of the Shadowmen, with which they rent the skies themselves asunder in ages past.