A.) The Ragnarok esper is much better than the sword. As has been pointed out, Illumina is definitely overrated.

B.) The items you get from Metamorph don't matter, what matters is the fact that it automatically takes an enemy off the field, and cheap.

C.) The Paladin Shield is great, but it's a pain in the ass to get. If you're good enough that you don't have to fight just to level up, you'll be done by the time you uncurse it anyway.

D.) I've used Vanish and Doom or X-Zone on Doomgaze more than once, and I've always gotten Bahamut. There's something else you get from him--a relic--that you don't get, though. You'll still get the esper.

L.) Just balance your groups out. One time I tried it with just Mog and his Moogle Charm as his own group, but he also had a Snow Muffler, so when he got to that Statue and it kept using South Cross (or North Cross?) on him, it'd just heal him. The Snow Muffler is awesome, I'd definitely say to get one or two of those (for Mog and Gau).

S.) If you're looking to gain experience, head to the dinosaur-shaped forest near Narshe. You can steal Ribbons and win Economizers from the Brontaurs there, and the Tyrannasaurs give good experience, too--especially if you can kill 'em by turning them into Dried Meat with Ragnarok. (From the air north of the forest, it looks like an alligator head--from the south, it looks like a brontaur, or a veggie-saurus looking back.)