Here are some things to help you out.
ULTIMATE WEAPONS FOR ALL CHARACTERS!!!
**NOTE** to be able to get the ultimate weapons you need the
celestial mirror**
Tidus, Cabalong:
Yuna, Nervana: In the calm plains capture all the fiends
using the special weapons you bought from the taimer guy.
After you captured all 10 go back to the taimer and talk to him
A chest will appear and in it will be Yuna's ultimate weapon: Nervana.
Rikku, Godhand: On the Airship talk to cid to bring up the map go to
password and enter GODHAND. A new location will appear on the map and
you will be able to get Rikku's ultimate weapon: Godhand.
Lulu, Onion knight:
Wakka, Wold Champion: Go to the city where you first learned to play blitz
ball and go to the bar, with the celestial mirror talk to the barman/maid
and he/she will give you Wakka's Ultimate weapon: World champion.
**NOTE** If he/she won't give you the weapon that means you've been
neglecting playing Blitz ball.
Auron, Masamune: Aquire the rusty sword near the Yojimbo cave.
Kimahri, Spirit Lance: Go to the thunder plains and locate the cactuar
stones and check them by pressing square or x, then go to the south of the
thunder plains and find the broken down pilon and make lightning hit it and
the spirit lance will apppear!