Grade shop is a great way to mix up your NG+ experience than just having all items/level/etc carried over. Coupled with the series' adjustable difficulty, it's great for either smooth sailing fun or a downright challenge.
My fave would always be the EXP multipliers. But I guess Abyss' stupid difficulty made me like it. Aside from that, options for bringing artes, skills, and titles are what I pick.
It's hard to say which game uses a good way to amass grade. Clearly not Graces cause I don't want to do X Achievement for some grade, and the same applies to Xillia, which is even worse cause it resulted to removing the character title system, which I adore cause of the novelty, wacky sidequests, and descriptions that some of them have, and again, I don't want to find 800 Shiny Spots for a measly 50-100 Grade.
Grade are results on how much feats you do and how well you do in battles, and in my experience, it serves as a good reminder if you are doing well in fights or not, which can motivate you to try harder, conserve items, practice evasive actions, set-up party mechanics right to avoid status effects, etc. Or in Rebirth's special grade case, try to perform good and grade appearing actions while still being careful and fun.
I admit I also do not like how most of it (particularly Vesperia) end up in grinding, but the G and X ways of getting grade is not a good alternative for it.
If I have to pick base on how you can get a lot and quickly, definitely Vesperia.