Jidoor, is going to be important later after you acquire the airship. That auction house you saw in the town will eventually open up to you and you can get some good items in there, as well as a few good laughs. Also, if you have Shadow in your party, sleep at the inn, sometimes you get to see something special.

Gau is very powerful character but he's also very time consuming to build and requires knowledge on the games enemies (and then some) to properly utilize him. There used to be a bug in the game that made him damn near unstoppable but its been removed. He's fun to play around with but as I said, he's very time consuming to build up cause he has over 200 Rages, and maybe a fifth of that is actually worth your time. His rages give him access to some really powerful enemy skills, some Blue Magic that you probably wouldn't see normally, some high level magic and all before you would probably normally see or acquire them. He also takes on any buffs or characteristics of the monsters, so regular imperial soldiers give him an auto-protect buff, flying enemies give him auto-float, and the undead enemies give him the zombie status.