So when it comes to endings, part of the question is which sequence of boss fights you want to see at the end of the game. There are two different potential final bosses, and some additional different fights in each.
In terms of their other aspects, Shura has some cool fights but is much shorter and you miss out on the entire awesome final area and imo the game’s best setpiece—don’t do this one on your first run. You’ll get an Important Question to open the last third of the game and to avoid that ending, you need to side with Kuro over [name redacted]. Just remember to ignore the Iron Code.
From the other three, Purification actually gives you the most in terms of fights and items, and you can follow its steps without actually going through with the ending for a full run (there’s a choice between this and the other two remaining ones at the final boss). It requires some eavesdropping directly after the question/fight that can lead to the Shura ending. For me, I took the Return ending, which is like the Immortal Severance ending but with more exploring required. They both have the same sequence; Return just involves more exploring and collecting a bunch of MacGuffins, and I found it pretty rewarding to do on my run.