Thoughts on some of the games that offer a caravan mode:
Super Star Soldier's caravan mode seems to have a lot of emphasis on ground targets. The game is pretty darn unforgiving, and the ship moves slowly (if three bars is the max). Upgrade items and zegs tend to be buried in rows of square targets that must be shot first. Not exactly my favorite combo. Currently I'm getting roughly half what the other players are, but I might try it again.
Final Soldier: Visually very busy, but after a while you get used to sorting out the starfield, the yellow orbs, and the occasional stray orange bullet. Fun, pretty decent for scoring play. I like how the BGM changes between 2 and 5 minute modes.
Soldier Blade: Stages seem a bit sparse, but there's a lot to do here. Major upgrade from the previous games: There's only two speed settings, so just one tap of Select will do you for the whole stage. Stages aren't busy so you can easily figure out what you need to shoot. Zegs are invisible, so listen for the distinctive pinging noise they make when hit. Like Final Soldier, you need to make a choice to milk the final boss of 2 minute mode, or try to continue on and get points that way.
Lately I've been trying to improve my stage speed for Soldier Blade, but for some unfathomable reason I'm losing 70K in 2minute mode (even though I'm not missing any bonuses), so whatever extra odd chain I pick up is being wasted.