i don't think the weapons in omega ruins cost higher that the ones you win from monster arena monsters.

also, if you already leveled up a bit and can hit 99999s i think its much easier to do it on mimics. just find a location where you can encounter most of them. you can have rikku on your party but you don't have to wait for her turn to do steal or attack. practically, tidus can. just steal and if its a mimic one 99999 attack will kill him. 10 mimic encounter=1million!