I think everyone should complete the SP simply because of how awesome the final boss is. Not only does it test all of your skills you've acquired, it's overall design and music is just amazing. I can't remember being as excited during a final battle as in this game.
The overall level-design of the single player, albeit a bit random sometimes, is great.
The way it introduces new mechanics in almost every level is pretty neat and it helped me A LOT to get the hang of the controls and movement of the game.