Hm. Well the game seems to be getting quite a bit better at the 3rd character, I guess I just hated playing as Saejima (2nd char)...which is too bad, because his character had a lot of potential. But his gameplay just kinda sucked.
I like playing as Tanimura, I even stopped (really, for the first time so far) to do some side missions as him. I like the fact that (since he's a cop) he gets radio feeds of crimes/crime scenes that you can go and investigate.
I still have to say though that the story, while intriguing, is the slowest Yakuza storyline yet, which I'm kind of bummed out by. Yakuzas 1 and 2 to me had this sense of urgency. This was less present in Yakuza 3, and now it feels practically gone. I'm sure this is building to a huge, epic ending (or I hope so, anyway) but yeah....involving, well-told, great characters, but sloooooow story.