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Play through it. It's good to play through Colo first, but you don't NEED to. XD also fixes all of Colo's problems from a gameplay standpoint (only being allowed to save at PC's, ease of purification, wider array of pokemon, etc).
Gale of Darkness was and still is my favorite pokemon game. The music is fantastic, the gameplay looks cool, and the story is better than anything you'll find in a pokemon game not named Mystery Dungeon.
