DW5 is the best of the series. Empires blows, so don't bother with that. Get DW5 and DW5:XL together. DW5 has your musou mode, whereas XL has Legends mode and Xtreme mode (VERY fun in co-op), along with plenty of PvP challenge arenas. Use both of them so you can play with the XL-unlocked stuff in musou mode. Also, some of the unlockable weapons and items are made much easier with two people.

Another great co-op game I suggest is Marvel: Ultimate Alliance. Same game engine as X-men: Legends, but with a wider range of Marvel heroes and villians to play with. Grab the 360 version so you can download the extra heroes and villians.