Equip the style that you want to gain EXP.
Early game: Complete Mission 3, Save and repeat mission.
Mid game: Defeat Jester in Mission 5 and Save then Restart and repeat the Jester fight.
Late game: Defeat all bosses in Mission 18, Save and repeat mission. Completing this mission twice can max out the Style's EXP.
Or unlock Heaven or Hell Mode then defeat all Mission 18 bosses.