If you're still in FH go to the train station (up the steps from the battle with the tank thing from the missile base), then just keep going in a straight line thorugh a fair amount of story till you get there.

You haven't missed Bahamut.

You've probably missed Siren, Carbunkle, Leviathan, Pandemona, Alexander or Cerberus I think. If you didn't get Diablos or Brothers you really should experiment more! I can't remember if there's meant to be an empty space or not, but I don't think so. Of the first six I mentioned at least the first five can be aquired again on Disc 4, I think Cerberus aswell.

Need to play this game again, it's been too long.