Yeah the Dark Hour is very cool, I kinda like it more than the way they enter the other world in 4.
I decided I wanted to play 3 finally because my friend picked up Arena and was kinda telling me about how there is a connection between 3 and 4 something something Mitsuru and Akihiko something something, he didn't want to spoil anything though so that is all I got out of him.
I'm not sure yet but I think once I finish 3 I might invest in a Vita and get P4 on that platform instead of playing it on PS2.
FES for #3 was great too. 2 games in one, and the add on story was amazing. I don't really know the tie between the two, but I heard it's actually the same school idk. I didn't play the "gold" version of #4, because I won't buy a PSP just for that. Though if I can find a cheap one, I might actually do that. I'll also get Person 2 Innocent Sin which I'm STILL pissed, never hit NA shores until recently on PSP only >_<.