At that part I pretty much just drop Lulu as she is useless for the Monsterfarm sidequest... I send everybody else on to Auron's grid for massive damage, Auron just goes on and learns Tidus' good abilities. Afterwards I usually send everyone down Rikku's path since Steal and Use are always useful, they get insane speed and actually decent strength too (that +8 Strength at the end there is a blessing).

Edit: Forgot Kimahri. He learns everything around Ultima in plain sight, then he goes down to Rikku's path. It's always great to have another Thief around, plus this comes with the advantage of never having to ever worry about Lv. 3 Key Spheres ever again, as you can steal those from Biran and Yenke. After Rikku's path he also goes over to Auron's like everybody else.
Also, if Lulu has additional Sphere Levels left, I just have her explore the area around Ultima and be the first to learn Ultima once it's possible.