Other Stuff

Key to the City
Try to enter Midgar from the ground, you can't get in, but talk to the guy outside, he says he dropped his key to get in in an excavation site, well there's only one excavation site around, Bone Village. Tell the foreman you're looking for normal treasure and put your hired hands around the top area, they should point to the 'key to sector 5'
Why not Visit wall Market, it's really cool, and you can get Tifa's ultimate weapon and the one of a kind 'sneak glove' from the weapon shop at the steep price of 129000 Gil
The Backroom
The general store in Cosmo Canyon has a back room that's roped off when you first arrive. Check later and the rope is gone, you can now enter the back room and get 'Full Cure Materia', Elixir and a Magic Source.
Lucrecia's Cave
After getting your sub or Gold Chocobo you can go to Lucrecia's Cave, behind a waterfall in the Nibel Area, to get there by sub you go via the underwater cave north of the crashed Gelinka, park against the rocky ledge and walk into the waterfall. To get there by Gold Chocobo you just ride over the mountains and get off next to the waterfall
Visit during Disc two and Lucrecia will tell you a lot about Vincent's past and about Sephiroth's real mother and father, also you find out about how he came to be in the coffin. Visit during Disc three and Lucrecia will have gone, but she has left Vincent's ultimate weapon and limit
Sleeping Man
A cave north west of Chocobo Ranch, in there is an old man who mutters out your statistics when you speak to him, e.g. how many fights you have been in, when the last two digits in the number of battles you have fought match he will awaken and give you a bolt ring or the rare Mythril which can be exchanged for Aeris' ultimate limit. You can get here by Highwind, special chocobo or the buggy, (you travel across the ocean on another ship and dock at Junon there you cross a shallow bit on the river, this is the only way you can get Aeris' limit before she dies)
Weapon seller
East of Gongaga village is a weapon seller who normally has nothing for sale. However, there are two times when you can get stuff from him. The first occurs while you're looking for the Keystone, which he had already sold to the Gold Saucer owner, Dio. The second time you should go is after getting a piece of Mythril from the sleeping man. In exchange for the Mythril he lets you open one of the two boxes in his house, the big box has a crappy item but the small box up the stairs contains Aeris' Great gospel limit.
Tropical Getaway
At Costa Del Sol there is an estate agent selling President Shinra's vacation home for 300000 Gil, there's no point in buying it, but I did. All you can do is rest and grab the items downstairs but you can do that anyway.
All Lucky 7's
Any character who's HP is 7777 or reduced to it goes into a rage attacking enemies for 7777 pts. of damage each time.
Crashed Gelinka
The Gelinka is in the alcove underwater directly west of the underwater reactor. this is optional but there is great stuff in there. The Gelinka is crawling with monsters, so upon entering it make sure to save. there aren't actually any monsters in the hallway. At the entrance there is a treasure chest with the sword 'Heaven's Cloud'. Take the door above the save point, on the bottom floor are 'Escort Guard', 'Conformer' and 'Double Cut' the last two are hidden in the corners, don't miss them, on the top bit are two megalixir. In the door to the left of the takes you to the Cargo Bay, but before then is a small room, depending on when you go, you may bump into Reno and Rude. The cargo Bay holds many other must-have items, two more megalixir on the top near the door, at the end of the balcony is Cid's 'Spirit Lance'. Below on a bit of the smashed up helicopter is 'Hades' materia and below that is Cid's Highwind limit break, also the Outsider is to the left.
The Emerald weapon Might be outside when you try to enter or leave so all you do is surface then submerge and it will be gone.
Turtle's Paradise
Turtle's Paradise in Wutai is holding a special contest, they've placed six flyers in different places around the world, each advertising the restaurant. The restaurant owner is offering a prize to anyone who can find all six, a magic source, power source, guard source, mind source, speed source, luck source and a megalixir.
Flyer # 1
The first flyer is in the Sector 5 slum. in the boy's room in the house on the east side of town tacked to the wall.
Flyer # 2
The second is on the bulletin board on the first floor of the Shinra HQ this is the tough one, you only have two chances to get it.
Flyer # 3
The third flyer is in the Ghost hotel in the Gold Saucer on the wall next to the item shop
Flyer # 4
It is attached to the post holding up the sign of the Tiger Lily Arms shop in Cosmo Canyon
Flyer # 5
Go to the Inn in Cosmo Canyon and check the wall next to the Innkeeper's desk
Flyer # 6
This one is actually in Wutai, check the banner on the wall outside the trap room in Yuffie's house
Special Cinema
After the strange occurrences at Mideel visit the basement at Shinra Mansion. You'll enter a flashback explaining about how Cloud got to be in Midgar with Zack's sword and also about Cloud's life as a member of soldier and about Zack, owner of the Buster sword, son of the couple in Gongaga and person in the photo with Tifa and Sephiroth.
Master Materia
If you master all of the materia in a single group, visit Budenhagen's Planetarium and examine the materia that matches the mastered category, you will receive the master materia for that group. Master materia lets you use all, or almost all of the spells, summons, commands, and effects for that group for an unlimited amount of times provided you have the MP to do that
Da-Chao Fire Cave
There's a small fire cave in the side of Da-Chao at Wutai. The fires inside prevent you from getting the treasure apart from the Dragoon Lance. During Your escapades at the Underwater Reactor take you to a sub, before getting on there is a treasure chest next to it. In the chest are the Leviathan Scales, they hold the Leviathan's power of water, they alone can put out the fire of the Da-Chao, the fires conceal the 'Oritsuru' and the 'Steal as Well' materia.