I realise this is an old thread but it popped up on google so thought I'd add to it in case someone stumbles on it like I did.

Long story short, there are two places in this game for farming Cursed Spike and depending on your level of progression (assuming you haven't reached disc 4 yet) one would be better than the other.

If you haven't killed Ultima Weapon Deep Sea Research Center is the best place to farm cursed spike.

If you have killed Ultima Weapon Winter Island is the best place.

HAVE NOT KILLED ULTIMA WEAPON:
So if you haven't yet killed Ultima Weapon then the best place to farm curse spikes is by far in the deep sea research facility.
Go to the screen after where you expend your final RSP.
Use the save point to save and stay in this screen to encounter Tri-Face 100% of the time for a mugged 6 curse spike every kill.
You don't even have to kill just mug then run.

HAVE KILLED ULTIMA WEAPON:
In my case I killed Ultima Weapon. After you kill Ultima Weapon these areas no longer trigger encounters so deep sea research center becomes useless.
1. Go to Winter Island, It is the Island with Shumi Village on it (Your menu should tell you you're on Winter Island).
2. Stay on this island but head west (on your ragnorok or balamb garden ship)
3. At the far west of winter island look for the snow capped mountain (furthest to the west).
4. Get out and run around there hugging the mountain for 100% forbidden encounter rate. roughly 2-4 curse spike per battle.
5. Make sure you don't have rare item equipped, its bad.