Refer to my old thread for tips if you get stuck:
http://forums.eyesonff.com/showthread.php?t=54748
I posted strategies for tough parts for at least the first half of the challenge or so. Don't worry about stealing stuff for gil, you get plenty from selling stuff you pick up along the way for the most part. I don't ever remember having any problems with that.
Just
make sure you steal the fork from Zaghnol during the festival of the hunt, or else you'll have to start all over like I did my first time around.