Just a quick tip..
Make sure to watch all events and do all the quests (some quests can only be done in the coming chapters) before you advance to the next chapter.
And most importantly, make sure to level your characters like Aht and Sharty (I think that was her name), because otherwise some scenes won't be triggered and the story will turn out differently
I played it over again using the deadbeat dungeon to level up all my chars, and the story changed completely by the time I reached chapter 3 and continued to be different throughout chapter 4. So make sure you level all chars ;) Sorry, but I can't seem to find the edit button.. anyway, http://games.seiha.org/viewtopic.php?f=11&t=102 that link is a godsend if you want to finish the game without missing anything important :D