Just a note that there is a possible exploit that I read about. If you enter an area with Heart of Fury mode enabled, enemies will spawn with HoF stats and experience yields, and they will keep them if you disable Heart of Fury mode. If you then set the difficulty to Story, you can get a lot of experience easily. (I haven't tested this myself.)
If you do not want to use this exploit, do not toggle Heart of Fury mode in the middle of an area. It's best to either enable or disable Heart of Fury mode at the start of the game and not change the setting. Once you beat the game, you can import the party into a new game and enable HoF mode in *that* game.
(Alternatively, if you want to play Heart of Fury with a new party, but don't want the beginning to be a struggle, cheating your party 1 million XP will put you to around the level the developers were expecting you to be.)