SA IMO went a bit overboard for dialogue. A more in-depth story is nice and all, but it didn't take into consideration you'd theoretically be reading them many times over. All the games up to Mountain of Faith had the right idea: Have short, memorable dialogue that didn't screw around a whole lot and kept at a brisk pace. I have to credit SA stage 4's dialogue for somehow even after a long exchange still being able to synch up with the music in a way if you read it normally.
And on a more valid side, Reimu A's dialogue sucked. >_> Reimu and Yukari are both characters in my top 5, but neither really seemed to be their normal quirky selves in SA.
MS probably has the best dialogue for me. The Extra endings are the best :V
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That's right, you're a heathen and can read them.

I just have to look at the purty pictures while I wait patiently
for the English patches.