If you want to get wings to discovery in the quickest time you will obviously need a stock load of gil for bribing malboros - normal malboros (found in Cavern of the stolen fayth mostly in the green lit areas, and in the calm lands north east) can be bribed for 540,000 gil to get 4 wings to discovery. Great malboros (found inside sin and at omega ruins) can also be bribed for 1,280,000 gil to get 8 wings to discovery.

If you dont have as much money and have unlocked shinryu at the monster arena you can also keep beating him to get 1 wing to discovery or 2 for an overkill - although I personally think this is too time consuming.