Another thing I've found useful is using the Pain/Confuse Status Defense combo and adding something like Fire to Elemental Attack and either 100 Death or (more reasonable by the time you first encounter Malboro's, IMO) 100 Zombie to Status Attack. If you go with Zombie, then just drop a Phoenix Down or Curaga on 'em. 1-2-3... done. Also, if you got Mug on your Status Attacker, so much the better.