where is the best place to train
Bahamut's cave is a pretty great place to train, and if you're not that far into the game yet, the Sunken Cave.
Bahamut's Cave monsters gives you 5000 exp per battle. If you're playing solo, then it's like 30,000 per battle. That's good if any character died too much and had a lower level than the rest.
Solo: Bahamut's Cave
Party: Final Dungeons
All: Kum Kum duplication trick
Best places for levels are Bahamut's cave, Crystal Tower (Kum Kum trick) or the ??? cave. But the ??? cave is quite tough, because you only encounter the powerful Yellow, Green or Red Dragons. Best start training there only if you're level 70 or above. I'm level 80 now and it goes very fast. Faster than the Kum Kum trick anyway, and there's always a chance for Onion gear (I have one full set already, yay!). =)
You have to unlock it via WiFi (DS version only) and receive 4 mails from King Alus and 4 mails from the 4 Old Men. After that, you'll find the ??? cave straight east from the floating continent. It's a huge shadow in the sea, you can't miss it. So use the Nautilus to dive and go up into the coral reefs. That's the ??? cave. Just don't go to far into it, or you'll encounter the super boss, Iron Giant (he can even slaughter lv 99 Onion Knights if you're not prepared).