I've completed the game before, and so I have done that on a new game- Im playing my "cheated" version now (using the Gameshark) and am at the Salvage ship with Rikku and both of them have maxed out stats - this is way too easy, but it'll get harder when the Capture Arena comes...

I also Cleared all the spheres next to me and put whatever attribute I wanted to improve there - I focused on each one so there are huge sections of just Strength spheres and Defence spheres etc.

Although this ruins more or less all boss fights now - I really am doing this to demolish the Arena creations...MWHAHAHA!

Its fun, but it also allows me to concentrate more on the story instead of leveling up, which is what I really want to do.