Stage 4 Asteroids is still the toughest stage for me. My strategies are LAME and I always get slammed by speeding asteroids or a cluster of asteroids/bullets. Ha! It's sad, but I just never figured out a good strategy.
The final two stages are very doable for any shootemup fan (IMHO). In other words, the final two stages are challenging, but FAIR, and it isn't too hard to devise strategies (countering the constant barrage of tiny homing missiles in Stage 5's maze is easy for me compared to the asteroids).
Don't be fooled by the final stage—a lot of the crazy chaos on the screen can be easily avoided (you just need to find a "narrow path" through everything, you don't have to build a high score). STAGE 6 = Gradius skills will aide you.
Old_Rover (nodtveidt) has an excellent post/thread about the differences between Sinistron (NA) and Violent Soldier (JP).
I will leave it to a Sirch-Fu Guru to fynde the olde threade.