Here are all of the weapon upgrades for all of the characters and how to do them and where to get all of the items needed. TO upgrade your weapon you need all of the specified items and a little bit of money. Then you need to visit a Junk Shop in one of the following places:

Balamb Town

Timber

Deling City

Fisherman's Horizon blacksmith

Dollet

Esthar Shopping centre

CC Joker in Ragnarok (Disc 4 only)

(see map)