Devil May Cry

The Emblem Shield you've got already from Mission 14. Exit the coliseum, then use that that to open the blue and red doors at each end of the corridor. Doesn't matter which colour door you go through first, because the Lances will always be found in the first area you go to; likewise, the Nightmare Beta (or nothing at all if you already have it) will always be found in the second area you go to.

In the Emblem Shield areas, pick up the Luminite before going downstairs (can't progress without it), then go through the door into a reddish or blue area, depending on which colour door you went through. There is a DT portal halfway along that you can refill your DT at. There are retracting wall spikes too, but they are easy to get past. In the blue area, the easiest way to reach the Lances is to use Air Raid to fly over; in the red area, light the two dials to let down two bridges and jump across.

Once you've picked up the Lances, you can use them on the coliseum door to re-enter the coliseum and fight a boss. The Wheel of Destiny is picked up after defeating the boss; jump on top of the elevator which appears.

(talking to jochness monster) wait a minute...you MUST get the luminite? i thought that it was completely optional (go on a TV, max brightness XD)

Bloody hell, I was only checking this by chance - probably would never have seen it otherwise <_<

@darkgilgameshv5 - Yeah, getting the luminite is compulsory. If you don't get it, you'll find you won't be able to go through the blue steel door in the basement. And you need to go through it at least once in order to pick up the Lances.