You can get spheres from monsters you fight in the Monster Arena in the Calm Lands. You have to capture the certain ones before the guy will breed the monster that drops the sphere you want.

The easiest way to get lvl 4 key spheres is to bribe the chimaera brains (also in the calm lands) for about. . . 196,000 gil, I think? They'll give you a couple a piece.

If you're going for hardcore stats, I think the best way to start would be to max your accuracy or your agility first, probably agility, if fenrir is the one that drops strength spheres. 'cause that sucker is friggin' fastX.x;;; (have deathproof and confuseproof on too or use the magus sisters and hope cindy uses lots of auto-life-_-)