On the level where you first are Dante and you need to escape the building you are in and you go down that hole and you see a golden orb keep walking over it there is an infinite supply of them just sitting there the cool thing is that you can get as much as like without it dissapearing.
Just a little hint, when you buy all of Nero and Dante's Skills for the Skill Collector achievments you have to play through and complete a mission after buying all the skills for the achievements to unlock.
If you go on to the mision select screen and go to heaven or hall mode select levil 17 when you start it go back on your self through the first set of doors up the stairs stay to your right run down past the red truck up the other stairs again stay to your right through the entrence run down past the statue till you are faceing a wall turn left smash down the fence and you will see a red statue hold the lock on button and useing the b button keep spining your sword and watch the red orbs just kep coming you can keep doing this just go to systems and select retry you will not loose your orbs when you retry
If you start levil 17 and go on to the draw bridge run down it till you end up on that little square wher you have to fight those demonds kill them and proceed through the second set of doors run up and turn left it's the only opening their go up it and a load of monsters will apear don't worry bout killing them just run up to the red statue activate devil trigger hold the right bumper button to lock on and tap the b button once to spin the sword and the second it stops spinning push it again but this time holt it down do this as many times as you can before the statue explodes don't worry about the monsters they wont hit you once done restart the mission you will still have the orbs you will get between 6000/8000 depending on the combo.
If you need red orbs to buy purple and blue orbs or for noobs to DMC, healing items then on the 7th mission there is a red statue. Use the devil trigger boost at the statue and start attacking it with basic combos, get as many hits as you can on it before it smashes to bits and you'll get about 4000 red orbs. Restart the mission, rinse, repeat for as many orbs as you need, patience is required if you want the orb millionaire achievement.