Should i play the main story and then go back or should i play sidequests in between story missions?

Just finished Yakuza 4's main story, and having only played 0 through 4 I gotta say this story is leagues behind the rest of the games. Its hard to follow and on top of that the finale is cheezy trope on top of lack of common sense. Yakuza has always been this way but this just takes the cake...

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so we know enemies get mad if you taunt them in other mainline games but what is the reason for enemies getting enraged here? they seem to get mad randomly. Been having this question on the back of my mind for a while

Sega, please make Kiwami versions of the remastered collection to bring them up to parity with the current engine and to add callbacks and refernences to zero and the extra sub stories in kiwami 1 and 2. The gameplay and animations from these ones are really bad but the stories are great. They need visual and gameplay upgrades from the new engine and they'll be on par with the rest of them....