Assuming you are going for a 255 party. For me the best strategy here is to finish each personal grid for each character then decide who your 3 main fighters will be. Getting Rikku on Yuna or Lulu's Grid will just waste her talents. With single Grids, you will see that Rikku is the most agile, so putting her on Tidus' Grid will give her double agility and double power for future leveling PLUS the perfect set of skills PERFECT for the Omega Ruins Monsters. So it's basically understanding each and everyones initial abilities.

Getting your Main Characters' Celestial Weapons is not a bad idea. In fact It's a must. Believe me, if you just do it, it's not as hard as they say it is. If you have chosen Wakka as one of your main characters and you don't like blitzball, then that would be a problem. Not that it's hard, but only time consuming. But well Tidus, Rikku and Wakka are the only ones that can swim so i suggest you get Wakka.

Do those two things i said and i promise you, you'll be maxxed in no-time.