Sold Out!Purchase every unlockable in Conseil's Duty Free
I take it you've read the other solutions regarding this achievement, the lost levels are definitely the best place to grind out coins for this achievement.
The only difference I would suggest is the character you should use, Juni is a decent character, but Curly Brace is better.
Curly Brace (From Cave Story) is unlocked after you collect all 30 golden skulls (I guess they saved the best till last).
The argument for using Juni is that she has a extra 1 block jump, and that she can glide (And slide on walls), other than that, she's pretty much the same as any other character, she even has a weakness when it comes to attacking (Can only throw 2 rocks/Have 2 rocks on-screen at once compared to the default 3). Why you should use Curly:
Curly has the Booster 2.0, for those of you that haven't played Cave Story, the Booster 2.0 allows you to dash up/down/left/right for approximately 4 blocks of length. Simply Jump then hold a direction and hit the jump button again to use the Booster 2.0.
Apart from the Booster 2.0, Curly can fire her gun AND move at the same time (Unlike pretty much every other character) and can have an unlimited amount of bullets on screen (Although you'll most likely only see 2-3 at once since she fires very fast).
Furthermore, there are "Advanced techniques" you can use with Curly, when using the Booster 2.0, if you Tap the jump button (i.e to use the Booster 2.0) you'll be able to cover more distance than when you normally hold it down, allowing you to cover 4-7 blocks instead of the usual 4. Combined with her "High Jump", Curly can easily cover ~9 block vertically using this tactic (I.e using a high Jump then tapping the Jump button to boost yourself vertically).
So for comparison:
Curly Vs Juni
+Superior Mobility than Juni
+Superior vertical/Horizontal distance than Juni
+Can fire faster and have infinite bullets on screen at once as opposed to 2
+Can move whilst shooting
- Can not glide
- Some bullets shoot slightly diagonal
As always I save the best for last, With Curly's Booster 2.0, you can easily skip segments in approximately 80% of the levels, so whenever you get near the hard sections/end levels you can just jump all the way to the top of the map and skip the section, that way you can quickly get back to the easier levels at the start of the Lost Levels.
Just an example:
But whenever you see a "ceiling", by using your Booster 2.0 (And sometimes you'll have to use the Advanced tactic) you'll easily be able to skip numerous difficult segments to preserve your lives. It's better to save your lives than dying and having to do the Lost levels approximately 5 times to get back to a 1001 per coin value.