Here's a great way to collect a lot of orbs. After you finish the game's third mission, go back through and play it again. From the start, run past the statue into the first hall, where you can kill enemies to collect experience points and orbs. Then, seek out a hallway where a wooden wall stands. Break through the wall, where you can find a crystal. Break the crystal to collect an automatic 1,000 orbs. Then, exit the mission. This is a quick way you can repeat over and over again to collect as many orbs as you'd like (and some experience, too).
Here's another great method to get even more orbs on the third mission. The technique is similar enough in the beginning to the one above -- you'll want to seek out the same wooden wall that can be broken down. Kill the enemies there after breaking down the wall, then backtrack to the red crystal in the area. Hitting it with your sword will give you 850 orbs right off the bat. But if you power up (using Devil Trigger) and attack it, you'll get over 3,000 orbs! This only takes a couple of minutes to accomplish, and like the technique above, can be repeated at will.