Shield, Sense, Ultima, Enemy Skill (because I'm too lazy to try and actively get the skills for it), Mystify, Transform, Manipulate, MP+, Throw, W-Magic, Luck Plus, Magic Plus, Pre-Emptive, HP<-->MP, Heal, Seal, Time, Gravity, Destruct, Exit, Fullcure. Never really use any of those for any reason whatsoever other than just leveling them for the Master Materia.
I do use Cover quite a bit, though, but instead of with Hyper, with back row + Tranquilizer to really reduce the amount of damage I take. Actually, now that I think about it, I don't think I've had a playthrough where Cover wasn't one of my first Mastered Materia. I find it really useful each time.