[Shin Densetsu]

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My question is which company and/or scale is best? I like larger figures and definitely no parts swapping.

For the largest figure without parts swapping, the best bet is Tamashii and their DX VF-25 line up.

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From what I read, Bandai makes a 1/60 while Tamashii makes a 1/100 and 1/70?

Bandai is Tamashii. The toys come in 1/60(perfect transformation no swap), & 1/100(parts swap). The 1/72 model kits are under the Bandai banner and have minimal parts swapping(removal of gear/hands). Technically perfect transformation just you can't retract the landing gear, you have to pull those off and swap the doors on.

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And what about all the armor? I've seen what seems like a bazillion different types.

VF-25 Messiah only has 2 types, super, and full armor. Super Messiah is the lighter version, and easy way to tell is that you can see the wings clearly, as well as the vertical stabilizers in fighter mode.

Armored Messiah is the heavy armor version, covers nearly the whole valkyrie and is very bulky, yet can still transform. The armor has wings of it's own, so the valkyrie's wings are swept back in this configuration. Looks like something out of a SHUMP.