It's been so many years since I've played Vanguard Bandits, but it is one of my WD favorites. When I first played it, I wasn't sure what in the world to think. After a few stages though, I was hooked. When you really figure out the technique, you can just utterly destroy the computer. I seem to recall that the best tactic was to surround one enemy at a time, if possible, and unleash. Back attacks were really powerful.
One of the few SRPGs that I've actually played through because it's not "grindy" like some are, and battles can be finished relatively quickly to some games. Just an all around good game, though you'd never know it unless you put some time into it. I never felt that the game was tedious or boring.