The plot (Spoilers)

[Bolivar]

Besides, "The Undying" was a terrible final boss.

Objection! Well, each to his own actually, but... The Undying > Yu Yevon, at least... The Undying was the first FF Final Boss in a while I was actually impressed with.

I'll counter that objection. Although I'll agree that Yu Yevon was bad. The Undying wasn't necessary story-wise. It just seemed like a pointless excuse to have a "big" final boss. "Oh let's make him go outside and merge with the Bahamut", I mean it's not original at all is it? It would have been better I you were transported to a place of the Gods (like in Giruvegan or something) and had to fight Venat in possibly some other form (and Vayne would already have died by this point). Besides, we didn't actually get to see what happened to Venat at the end anyway.

I think it's pretty obvious Venat merged with Vayne so they could die together. Hence his "You shall not thread this path alone, together we go, come."
The Undying was in some way necesary, to conclude the Venat/Cid/Vayne part of the story, by getting rid of all 3 of em.

I took it as Venat was leading him to the Afterlife. I think Vayne said something like they were going to meet Cid.

The Final Boss was pretty much like I would expect in a FF - 2/3 versions of the same dude, getting stronger. a little annoying having to follow him around in a circle.