Usually people will do only the Subterranean Desert 1 section, then reset and start again though. (This information is no longer accurate)
There is also the "Hollow Battlefield/Wasteland" series of quests which give you 200% In Drop Anything Rate / Rare Drop Rate / Experience and Rare enemy Rate whilst playing them so they can be really nice for levelling/hunting items. (These are under the "Halloween" quest section in Episodes 1 and 4) However, these quests require that either you or 1 of the people in your party give up an event item called a "Halloween Cookie" as payment to participate in.
