You need to get the refine abilities for your GFs especially the Forbidden Magic refine. You just need access to your high end magic so you can junction it properly. As for weapons, Squall's is the only one I feel really matters as his weapon is tied to his Limit Breaks.

For the last battle, once you have the party you want to use (its usually better to pile all your magic and junctions on a core team than spreading it out among your party) use Cerberus so your whole party has Double and Triple cast on them. Have the characters cast Haste, Shell, Protect, and Aura on everyone. Use Esuna to remove the curse status if applicable. You should do this against Ultemacia's first form as her later forms have this tendency to auto-kill GFs. This battle is the safest to use this strategy. Make sure to use Meltdown on all the forms. Spam Limit Breaks and triple spells. In her final form she has a spell called Apocalypse which you can Draw from her. It is the strongest spell in the game and does decent damage even if your character has low magic ability.

Basically, refine, buff, spam...