Terra's Morph/Trance just doubles her physical and magical damage, the stats to increase would depend on what you make her, a fighter or a mage (I recommend mage though, as she has the second highest starting magic power).

Sabin has both physical and magical blitzes. Pummel, for example, is based on strength, while Aurabolt/cannon is based on magic.

I'm not entirely sure about Locke, but word is that speed affects your steal success rate.

Celes' Runic simply absorbs magic as MP, no stats affect that.

I think most of Edgar's tools are based on strength, Bio blaster might be magic, but I never cared about using that. Drill/chainsaw all the way.

Gau's rages depend on what attack he uses. Some are magical, others are physical.

Relm's Sketch is dependent on which attack her drawings use. However, I find that the overall strenght of the enemy she sketches has a much bigger impact than any of her own stats. You should focus on magic for Relm anyway, as she has the highest starting magic.

Cyan's Bushido/swordtech, strength all the way.

Shadow's throw is dependent on strength for all physical weapons. The strength modifier seems to be huge, as my shurikens went from 2000 damage to 9000 damage just by increasing strength from ~55 to ~80 (did this with a hyper wrist). I believe elemental scrolls are dependent on magic.

I think that's all the characters who can equip espers.

-edit-

How could I forget Mog? His dances are magical, for the most part.

And you already covered Strago.