The Omega Ruins are my spot, I got there and stay near the save point so after every battle I save (cause in the omega ruins everything can go wrong in a second and its good you know you saved right before it) I work up on ap, gil, aeon upgrades, then when I'm out of spheres I go to the thunder plains and steal from the enemies and I get alot of spheres from them once you kill them.

Hope this helps,
Saber1