One aspect of gameplay that makes all these games considerably challenging is that your ship explodes after taking just one enemy bullet or colliding with an enemy or the environment. Force fields can make you temporarily invulnerable, but you still need to be extremely careful at all times...especially because, if you blow up, you need to restart the same sequence over again. Other shoot-'em-ups let you pick up immediately from where you died and give you temporary invulnerability, which allows you to slug it out against tough opponents as long as you have enough extra lives. But not these games. What's more punishing is that you lose all of your power-ups when you die, so you'll have just your ship's basic pea-shooter when you start the sequence over. It feels woefully inadequate for contending with the series' numerous tough boss opponents, but hey, overcoming ridiculous enemy odds is part of the fun.
The games in Gradius Collection are all inherently very tough, but some concessions are made to make the challenge more flexible. Surprisingly enough, you can save your progress at any time during gameplay from the pause menu, which is useful if you plan to play the game on the go, or if you want to practice a particular part of a level over and over. The game also defaults to "tuned" settings for each game, which stretches the screen to fit the 16:9 aspect ratio of the PSP, reduces the collision area of your ship (effectively making you harder to hit), and also tones down the difficulty. Don't worry, though--the games are still plenty hard this way, and if you like, you can easily adjust the setting to "original." You can also fine-tune the number of lives you have to start with, how many points you need to earn additional extra lives, and so on. The games also let you rapid-fire your weapons by pressing and holding triangle button, rather than having to hammer on the shoot button, as you needed to in the arcades. Furthermore, by default there's a "semi-auto" option for the games' power-up system, which makes your ship automatically select power-ups in a sensible order as you pick up more power-up capsules. In the original versions of these games, you needed to press a button to select a given power-up, which gave you a lot more to think about while desperately trying to avoid blowing up.
In addition to the games themselves, Gradius Collection features a "gallery" mode that mostly consists of a music player that lets you listen to all these games' classic tunes. The Gradius series really captures that 16-bit sound that you might associate with the glory days of video games if you've been playing them for a while. You can also view a few cinematic cutscenes from some of the later games. Gradius Collection probably could have benefited from providing more information or background about each game, considering this package is clearly aimed at fans of this subject matter. But what's important is that all five of the games in here are still challenging, fun to play, and genuinely exciting.