ZOMG! I've started doing this playthrough myself xD
My Rikku has these mastered (Discluding the already mastered ones... I think):
First Strike (If you don't have this, you're killing yourself)
Initiative
Item Hunter
Pilfer Gil (I don't use it :\)
Pilfer HP (I have potions... so I don't use this, not enough HP from it anyways :3)
Pilfer MP (The core of Thief Upkeep in lonnnnnng battles)
Sticky Fingers (I only got this so I could get Master Thief >_>)
Master Thief (YES!)
Soul Swipe (For when beserk is needed :]... combine it with Paine's Power/Armor breakD)
Painekins... is a warrior... D:!
All the breaks mastered
Delay Attack
Delay Buster (Apart from the breaks, 'tis allllll you need a warrior for)
SOS Protect (It will help a little in the Via)
Yuna the Gunner (...)
Darkproof (Very useful ^^!)
Burst Shot (Only because I wanted the crowd ones T_T)
Scattershot (For when the better one is not needed ;]... much lower MP cost)
Scatterburst (KABOOM! Instant all around CriticalsDD)
On the level (Screw trigger happy, Have Yuna Overleveled and you can pretty much 1/2/3/4 hit bosses xD!)
They'll eventually all max and I'll get confused.
I've also noticed how very frail a party is without a White Mage/Songstress :[
EDIT!: I also noticed while playing that there is no Pilfer EXP :[...