My first playthrough was as a samurai. Being relatively new to From Software games, I played it very meticulously and cautiously. After beating the game, I farmed a bunch of levels (got up to 192) and prepared for my NG+ file, but first I wanted to start a fresh playthrough as a mage.
This time, I started as an astrologer. Having already completed the game, I didn't care about spoilers, so I checked how to get some good equipment/spells early, which of course led me to the Meteorite Staff. With that in hand, it's wild how easily I've been making my way through the game compared to the first time. After getting my staff and a few levels, I basically made a beeline straight for Godrick and destroyed everything in my way. Afterwards, I ran through the academy and defeated Rennala.
That's when I did need to stop and gain some more levels, primarily for additional HP. Since then, though, it's been smooth sailing.

It's hard to review this game. It has the best gameplay in the series, easily, but that's constantly interrupted by helicopter rides, visits to Mother Base, selecting your loadouts (even though, for me, it was the same loadout for almost every mission) and micromanaging your many recruits. Still, while you're actually in the field, the stealth gameplay feels excellent. But then it has the absolute worst story in the series. On the plus side... kinda... the vast majority of the story is on cassette tapes that are completely optional.

And with this entry, I think my interest in any future Shantae games has ended.
The first game was a "hidden gem" released too late on the GBC, so while it was flawed and frustrating, it kind of got a pass. We all thought that it had promise and it sure was unfortunate that the GBA version never manifested.
The second game (Risky's Revenge) was more like a tech demo than an actual game, but releasing it as DSiWare meant that it didn't need to really be more of that. In the end, it had a bit of overworld, two dungeons, and a weirdly boring shmup section before the final boss. (No joking; I played through this game twice, several years apart, and I literally dozed off during the mermaid shmup part both times.) Truly, this series just needed a chance to get a new, REAL, release that would let it stretch its psuedo-Metroidvania wings and be an amazing game!
Well, we more-or-less got that with Pirate's Curse. While the Metroidvania aspects were still very simplistic - the world was broken up into several islands, most of which had extremely linear maps - the new pirate abilities were much more fun and easy to use than the old transformations, so it was still fun to backtrack through the islands to find hidden items. (The series is closer to a sidescrolling Zelda, now that I think about it, since there are the dungeons that are separate from the overworld and don't require a revisit unless you happen to miss something.) At the time, I (among others) thought that they still needed to make the next step towards a "proper" Metroidvania and they'd truly have something.
Then there was Half-Genie Hero. First off, it was weird that they began the Kickstarter for this game after Pirate's Curse had been announced, but before it actually released. We had only played the original game and Risky's Revenge at this point, and had the promise of Pirate's Curse releasing within a year or two. Additionally, the as-yet-unreleased Pirate's Curse had the best character art in the series (thanks to IntiCreates aiding with parts of the game) as well as the best pixel art, HGH went with more of a chibi-styled, smooth style. Still, more Shantae was more Shantae, and it felt like the series was finally getting its due (even if the fans had to pay for some of the development). Ultimately, though, the game was closer to a Mega Man X entry than the earlier games' Metroidvania/sidescrolling Zelda style. There was no overworld with dungeons, but instead several independent platforming stages that you would select from a list. As with the MMX games, you could return to completed stages with new abilities to find more powerups. Unlike the MMX games, though, in which you get both permanent upgrades (helmet, boots, etc.) and special weapons you can easily swap between, Shantae has to stop and do a transformation dance in order to use her new abilities. It leads to a slower, less fun, platforming experience and I was ultimately disappointed in the game.
Finally, this leads us to Seven Sirens. We finally got what we wanted, in a monkey's paw sort of way. There's a full, interconnected, Metroidvania map now! ...But there are also the Zelda-like dungeons that are independent of each other and the overworld. While some of these have been fun in earlier games, the dungeons I played in SS are very simple and straightforward. I'd rather have just the connected map with more interesting platforming and puzzles. Additionally, early on you get an ability that reveals secrets, ranging from gems (money) to hidden platforms. The unfortunate part is that you get a visual notification on every screen in which there is something hidden, which is basically almost every screen, requiring you to stop and use the ability to try and find whatever it is. Most of the time, it's nothing special, and this power also uses mana (or whatever), so you need to fill it up after using it several times.
All that to say that the series has come close to greatness, but never quite reaches it, and the best entry is now lost in the middle of a bunch of mediocre-at-best games.

I'm at the end of the game but didn't finish the final "dungeon". I did, however, complete all of the shrines and a decent chunk of the Palace of the Dead. Everyone has Winged Rings, so even the AI can complete most of that dungeon at this point.
I like most of the gameplay improvements/changes, but the in-battle cards ultimately didn't really improve or sour the experience beyond cluttering the battlefield. I'm still absolutely too stupid to understand the intricacies of the story, or maybe I just find it too much like a boring historical drama to retain.