Firstly, you said you chose advanced because you consider yourself a good FF player, but that doesn't really apply with the Sphere grid, since Beginner or Advanced basically just refers to the grid itself, and not the gameplay in general.

If you haven't used the Sphere Grid before, I'd say it's best to choose beginner, because like Cloudane said it keeps your character on a straight path, and it means you can get the abilities that they have by default - Rikku being a thief, Lulu being a black mage and so on.

I haven't actually looked at the Expert grid but I think the first grid is fine to use anyway, since you can have your character's learn the other abilities in the end anyway if you get enough sphere levels.

So yeah, I don't know much about the Expert one, but I used the Beginner one, and liked it as it was.

As for Break HP and Break Damage (which allows HP and Damage to go above 9999) you don't get those via the sphere grid. You have to get them from ultimate weapons, or accessories, or customise them onto accessories.