When I played, I forced Kimarhi into Lulu's sphere, mainly because having two black mages was handy. Especially those annoying Bombs and Gernades on Mt. Gagazet. But then again, I had some teleport spheres which made it easy for me to make Kimarhi learn black magic and go into Auron's sphere before my game ended.

It's really up to you though and what party is comfortable with you, and also how you like to get things done. Is brute strength your forte? Then move him into one of the more physical spheres and let Lulu and Yuna handle the magic. If not, then one of the girls' sphere grid is probably the best for you.