I mean when it comes to taste in music, to each their own.
Squigly's- heck, EVERY CHARACTER'S combos are just as you said, it's unique, creative and not seen before in video games. But that's just my thing with Squigles, She has a DP and that's cool, nothing can change that.
By playing music, you do mean his super, right? I actually had a hard time learning how to do that, since I thought it's something that's easy on an arcade stick and not on a X360 pad.
The story... Well uh, how should I put this? Big Band is a cool vigilante, sure. But that doesn't mean his story goes deeper than all the others, since every other character's stories just goes as deep. Take Valentine, Eliza and Double for example, but let's not bring them here any further, yeah? (Because I lack knowledge about their lore, please don't hurt me.) And also take your time to think about the fact that if it wasn't for Dr. Avian, Big Band would be as good as dead, sharing the same fate as Squigly though a more brutal one. (Beaten to half-death? Ouch.)
And also..
What did you just say about Levi? He ain't no damn talking phallic object you fool.