Oh man, it's only on my last few playthroughs of FFVII that I've attempted to master all the enemy skill materias. It's hard work but very satisfying! I remember Shadow Flare and Roulette being particularly troublesome though.

I agree Ultimecia's Castle was an excellent final dungeon. I remember spending a ridiculous amount of time there on my first playthrough due to the handicaps. It was only on subsequent plays that I appreciated the challenge.