>Which character should I max out first?
Whichever you find the most fun but ideally a combo monster like Magoichi or Yoshitsugu. Get him/her to Lv50 asap to unlock TAG so when you have to play with the characters you don't like to get stories done or whatever, you can switch.
>and who's best girl?
Is this even a debate?
Incidentally, I played a bit of Utage some days ago. It's still fun in short bursts but I forgot how terrible it performs, takes ages to load the mooks on-screen even though they're done with Sega Saturn graphics. The main character models still aged very well, still pretty well done and the animation is great.
Koba teased SB5 eons ago but so far nothing. Maybe it's for the best though it's sad that Nouhime never got the SB3 system treatment.