I have heard there is a new game plus on the japanese and indonesian version according to a guide at Neoseeker.com. You get the airship and go to bikanel and kill dark ifrit and the press X when talking to the two al bhed men and then it will act as if you have just entered home for the first time and you will still have yuna! Sadly it does not work on the english or any other version apart from japanese or indonesian.