To reduce the damage from the final boss's magic, have Shell up always.

White Masks, Rubber Suits, and Adament Hats can help you a bit in this battle. White Masks absorb holy damage, Rubber Suits make you immune to thunder magic, and Adament Hats reduce fire damage by 1/2 and make you immune to ice magic (according to the guide). The final boss will do Piercing Holy spells as well which can inflict lots of damage (most out of all of the elemental ones), and the White Masks will actually enable those to heal you instead. The Sage Ring also absorbs holy damage. Additionally, Flame Shields reduce fire damage by 1/2, and Ice Shields reduce ice damage by 1/2, so these can be alternatives in minimizing damage from the boss's Blizzaga & Firaga.

White Masks and Rubber Suits are sold in Balfonheim, and Adament Hats are sold at the Phon Coast and Mosphoran Wasteland. The two shields are sold in Rabanastre.

When the boss "readies..." a given elemental attack, you can switch on whatever armor protects or reduces damage from that given on, and then switch back to your regular armor.

Having Shell on itself should help reduce damage from whatever non-elemental magic the boss uses. Protect will reduce damage from his physical attacks. As the PuPu said, Bubble is very important as you have to keep you max HP high in this battle, and Haste is important since the boss puts in attacks fast, and you have to be fast in your healing.

Make sure you got the Maximillian from the Necrohol as well. It's the second best heavy armor in the game.