Cait rides around on the back of a stuffed Mog that he magically brought to life. With his Megaphone in hand he creates dopey attacks that aren't particularly strong but when he uses his Limit breaks you might find him quite useful.
I'm not a fan of Cait Sith, his limits aren't very reliable, although they can be quite strong when executed properly, and I don't think much of his magic casting abilities. Also Cait only has two limit breaks, the best being Slots, which can be quite difficult to get what you want with. The good thing is that Slots has an attack that can kill any enemy instantly, even Sephiroth. Cait's best weapon is the HP Shout..