The Battle Arena is a good place to level up and the only place to get the Shinning Armor. The Battle Arena has seventeen rooms, each containing monsters. These monsters are a lot harder in the Battle Arena than in the normal game, but they also give out more experience.

Preparation
Preparing for the Battle Arena will become easier each time you do it. The first time you try to tackle the Battle Arena you should be at about level 55 or 60. Make sure you have plenty of potions and status reversing items. Also, I recommend having the Dark Armor and a couple of Double Grips. You can get the Dark Armor from Lilim. You can get the Double Grips from Dark Armors. Don't forget to grab the Cross right before you enter the Battle Arena. You cannot use magic in the Battle Arena, so magic is out. Let's get to the rooms.

Room One -
Monsters - Werewolf, Were-Jaguar
When you first enter this room, STAND STILL! The Werewolf will not attack you until you move. Instead, try to take out the Were-Jaguar first, then concentrate on the Werewolf.

Room Two -
Monsters - Hippogriff x2, Catoblepas x2
The first thing you want to do is jump and throw a couple of crosses at the Hippogriffs flying around. Watch out for the Catoblepas', as they can stone you.

Room Three -
Monsters - Wind Demon x2, Witch x3
This room can get crazy real fast. Start out by jumping and throwing Crosses at the Wind Demons, then focus on the Witches. It is hard to dodge all of the projectiles, so do the best you can.

Room Four -
Monsters - Stone Armor x3, Devil Tower x12
Hit the Stone Armors with your Cross to down them. The Devil Towers are even easier, as one hit should kill them.

Room Five -
Monsters - Skeleton x6, Skeleton Bomber x5, Skeleton Spear x4, Electric Skeleton x2
This room is very simple. Just try not to get hit too much.

Room Six -
Monsters - Fire Demon x2, Bone Tower x7
The Fire Demons have high HP, so they will take awhile to down. Just keep tossing Crosses at them. The Bone Towers are simple enough.

Room Seven -
Monsters - Fox Hunter x5
The Fox Hunters are very easy to down. You can avoid their arrows by simply ducking. You can make this even easier by tossing a couple of Crosses their way.

Room Eight -
Monsters - Poison Armor x3, Bloody Sword x3
This room is poison hell. All the enemies can poison you so be careful. Take out the first Poison Armor with a Cross or two and maybe some Bloody Sword with it. Next, focus on the remaining Bloody Swords. Stay away from the Poison Armors and just use Crosses to down them.

Room Nine -
Monsters - Abiondarg x24
This room is insanely simple. Kill the Abiondargs when they get near you. They will all come to you, so just wait.

Room Ten -
Monsters - Legion x3, Marionette x12
Hopefully you can kill the Marionettes with one Cross. If not, then you will have a hard time with this room. The Marionette will curse you on contact, effectively limiting your attacks. If you are having trouble with this room, use the Magic Cheat explained in the secrets section.

Room Eleven -
Monsters - Minotaur x7
Holy Hell! That is the first thing you will say when you enter this room. The minotaurs ground attack will knock you ass around so much that you will barely be able to move on your own. Only thing I can suggest is to jump and throw Crosses. Have fun!

Room Twelve -
Monsters - Succubus x3, Arachne x3
Take out the first Arachne quick. If she hits you it will not be good. Take out some Succubus' next then finish off the room.

Room Thirteen -
Monsters - Demon Lord x5, Alraune x2
Immediately throw some Crosses at the Demon Lord in front of you. After that you WILL be hit. Kill the Demon Lord above you, jump to that platform, and kill the next one. Now go back. Take out the Alraune, then jump to the platform and kill the Demon lord above the last Alraune. Kill the Last Demon Lord then the last Alraune.

Room Fourteen -
Monsters - Hyena x7
Kill the first Hyena with your whip then drop down the hole. Toss a Cross to the left and jump back up and run to the right. I you did it right the Cross will take out the other Hyenas in one fell swoop.

Room Fifteen -
Monsters - Dark Armor x3, Devil Tower x12
This room is difficult. Take out the first set of Devil Towers then the first Dark Armor. Continue to do this for all the monsters. Remember, the Dark Armor has the Black Dog Card.

Room Sixteen -
Monsters - White Armor x3
This shouldn't even be a room. The White Armors will only shoot in a straight line, so you could easily hit them then duck. You could even kill them with your whip, if you want to conserve hearts.

Room Seventeen -
Monsters - Devil x1
This is a pain. This guy is very strong and has incredible attacks. If you are running low on health and Potions, then I suggest you use the Magic Cheat as explained in the Secrets section. Hit him and dodge his attack. Go all out on him. This is the last room.

Prize -
For completing the Battle Arena successfully you get the Shinning Armor. The best in the game.

More -
After grabbing the Shinning Armor, you can slide under the wall to exit the Battle Arena. Instead, try this. Stand close to the left side of the pedestal the Shinning Armor was on and slide under the wall. If you don't make it then try again, except this time stand a little closer to the wall. What you are trying to do is slide to the next screen without falling out of the hole. As soon as you accomplish this, turn around and slide back in. Notice the door on the right side of the room is now open. Now, you can fight the Devil again, if you so desire. The Devil has 30,000 experience, so fighting him again is not such a bad idea. You can repeat this as many times as you want.