The celestial weapons rock and heres why:

Think of Lulu's Onion Knight for example.

It allows her to cast spells for only 1 mp cost. Then teach her the ability Doublecast. Then Ultima. and dont forget her magic boost ability. Now if you can put 2 and 2 together...

Doublecast Ultima for a total of 2 mp cost. (Ultima is a 90 mp cost spell)
and thanks to magic booster, it does over 4x the dmg per turn for less than 3% of the cost!

If you dont use Aeons, Celestial weapons should be the way to go.And if u do use Aeons, you sould get these anyways. I dont even use Lulu, Wakka or Kimhari. I stick with Yuna, Tidus, Auron, and sometimes Rikku for steal and Overdrive.

Heres a little readout of the weapons.

Masamune (Auron):

Break Damage Limit
Triple Overdrive
First Strike
Counter Attack
Deals more damage when Auron's HP is lower

Spirit Lance (Kimhari)

Break Damage Limit
Triple Overdrive
Double AP
Evade & Counter
Deals more damage when Kimahri's HP is higher. The weapon looses effectiveness when his HP is lower

Onion Knight (Lulu)

Break Damage Limit
Triple Overdrive
Magic Booster
One MP Cost
Deals more damage when Lulu's MP is higher. If her MP is low, the weapon looses effectiveness

Godhand (Rikku)

Break Damage Limit
Triple Overdrive
Double AP
Gillionaire
Deals more damage when Rikku's HP is higher. If her HP is low, the weapon looses effectiveness

Caladbog (Tidus)

Break Damage Limit
Triple Overdrive
Evade and Counter
Magic Counter
Deals more damage when Tidus's HP is higher. If he looses too much HP, the weapons effectiveness decreases.

World Champion (Wakka)

Break Damage Limit
Triple Overdrive
Double AP
Evade & Counter
Deals more damage when Wakka's HP is higher. The weapon looses effectiveness when his HP is lower

Nirvana (Yuna, See strategy above)

Break Damage Limit
Triple Overdrive
Double AP
One MP Cost
Deals more damage when Yuna's MP is higher. If she looses MP the weapons effectiveness decreases


Key:

Break Damage Limit- Just like it sounds, inflict beyond 9999 dmg (up to 99,999)

Triple Overdrive- Overdrive gauge fills 3x as fast

Double AP- Doubles the amount of AP after each battle (duh)

One MP cost- do i even have to say it?

Evade and Counter- Dodge better, and counterattack (basic eh?)

Magic Booster- boosts the strength of blk magic attacks

Magic Counter- Same as counter attack only against magic

First Strike- Be the first on the field to attack!

Gillionair- I forget what this does........but its really nice.........

And in case you didnt know, you can create each ultimate weapon with 40 dark matters. (Getting the dark matters though, is like the chocobo race x1,000,000,000. You have to kill arena monsters (the special kind) to recieve 1 dark matter. Or you can win a Blitzball tournament for 1 darkmatter.)