Get it all. JC 2 is a beautiful game that is a blast to play. The story sucks, but hey, it's supposed to and it takes itself very lightly. There are a ton of places to explore and things to do, but the one thing I will say is get bolopatch to give yourself infinite ammo. The game is still a challenge, but then you can focus more on the fun than the grind.
On the con side, I will say that after about 30 hours of play it all sort of starts to feel the same, but those first 30 hours make it more than worth it.