the best place to grind is in the monster arena itself. triple ap, triple overdrive, overdrive -> ap, let jumbo cactuar or tonberry 99999 you to death with autophoenix.
with the overdrive mode of taking damage, of course. forget if individual or ally is best.
Yeah I collected all the monsters first, and then kept trying to beat all monsters until I ran into wall.
Then used the tricks Xuxon mentioned (I didn't have all those abilities, so it was a bit slower, but not too much) and then use the sphere distillers on Kottos to get spheres.
From: Xuxon | #005 with the overdrive mode of taking damage, of course. forget if individual or ally is best. Use Provoke, have 2 people with Comrade and one with Stoic I think.
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No amount of planning will ever replace dumb luck.
"Look! It's Valefor! But with a badass attitude" *Zanmato* *crappy loot* *reset console*
Repeat for every one of them. I seriously spent weeks on this. But you eventually get all the Genji stuff, and other similarly amazing gear which lets you plow through the sphere grid near-instantly. But Omega Ruins is the best if you don't have that stuff
Most of your members should have Warrior (or whatever the one where you do damage to raise your meter). Yuna should probably be set to whatever the one is that raises it on other peoples turns.
Eventually, you'll be wanting to fight some of the weaker area conquest bosses once you get strong enough. This is mainly to gather up enough Dark matter for break damage limit. At least one of your characters should have this on them (most of the time your fastest.)
You should have access to Hastega (preferably on all characters), or auto-haste + quick hit. Quick hit is the single most useful move, if you have a character that can hit for 99999, quick hit can make a lot of fights trivial.