Mog only has one relic for him specifically which is called the Moogle Charm (Molulu Charm in GBA) which removes all random encounters, its located right behind where he was standing when you recruited him. Other than that, the best set up for Mog can go two ways. If you want to take advantage of his Dance skills, then slap an esper that gives MAG bonuses. He's actually a pretty good mage in the game so there is that route. If you want melee, the best bet is to give him the Aura Spear (In the Final Dungeon if memory serves me correct) and give him the Dragoonboots and Dragon Horn relics. Spears do 2x damage with the Jump command just like regular Dragoons in the earlier titles. The Dragon Horn allows the Jump command to do multiple strikes, its almost like the Offering Relic (Master Scroll GBA) except it works exclusively for the Jump command. With this set up, its pretty easy to get Mog to do several jump hits for 9999hp damage.

Also, as you may have noticed, neither strategy works against the other so its possible to go both routes. The damage from different modifiers with the spear/jump command makes it easy to never need to raise STR, so just leveling with MAG will still net you maximum damage.

Skeans can still be bought in the WoR, I think Thamasa sells them as well as a few other towns. Also... while you have a nice choice for a final party, don't forget to level everyone else, the final dungeon is like the Phoenix Cave except with three teams.