Wow, I haven't been on here in forever. The last I saw we were trying to start playing as Data Roxas (with little success), and now there's "Play as Marluxia" (another horrible problem) and "Play as Luxord". Which brings to mind a very important question:
For these codes, whether it be Luxord or Sephiroth, do you still have to be in the fight against that character, or was free roam figured out?
The way the story plays out, it's easier to understand If you play it TVA. There are a lot of things that don't make sense in Terra's story until you finish Ven's, for example, but you'll understand less if you play Ven's first... just do it. :)