My friend has Etrian Odyssey 4, but I've never played it myself, so I don't know that much about it.
I DO however have The Millennium Girl, and I can tell you what I know about it.
The Millennium Girl is literally the same game as the first Etrian Odyssey, the only notable differences being the updated graphics and the added storyline. The added storyline doesn't really add much to the game, but it does flesh out the world a little more and makes your party members more than just another set of health bars. The story is kind of lackluster though, as it plays on the old tropes of "mysterious person found in ruins has amnesia" and "mysterious tremors that nobody knows the source of but the player knows it's some kind of demonic monster". If you're playing for an interesting and engaging story, you'll probably want to pick up a different game. If you like the gameplay but want to forego the storyline, you can play a "classic" mode in which you get to pick from all of the classes in the game. The story mode restricts which characters are available to you while also giving you two story mode exclusive classes, so be wary of that. The game is kind of interesting in that, as you've probably seen in the demo, it's a turn-based RPG dungeon explorer that requires that you draw your own map. This can be a really tedious process for some, while also being a minor source of entertainment for others, as there are quite often secrets found on each floor that you can return to later on. In addition, if you map the area with enough accuracy, you gain the ability to skip past the floor the next time you enter the dungeon. The point of the game is essentially to venture as deep as possible into a multi-level forest in an effort to solve the mysteries of the girl you find in the ruins and find the source of the odd tremors. As far as turn-based RPGs go, I'm kind of conflicted about this one. Having to draw out an entire map as you explore rapidly alternates between getting boring after drawing wall-after-wall-after-wall and becoming entertaining from leaving notes for yourself in order to remember specific locations. The game starts to feel repetitive not long after you start and doesn't seem to pick up until you start fighting lots of FOEs in a row, but instances in which there are more than two or three on a specific floor are somewhat rare. To be honest, I think the only reason I played it for as long as I did was because of how the game impressed me with it's integrity; there really aren't a lot of games like it that I've played. However, I don't think it would be the kind of thing I'd recommend to people outside of those looking into game design. But that's just my opinion. If some of the things I've described seem of interest to you, go ahead and get the full game.
