I find the best team differs depeding on what boss you happen to be fighting.

For all the final battles I use a standard party of Zidane, Vivi and Freya (Zidane cos Thievery is rather awesome, Vivi because as nik0tine said Flare with Reflect x2 is rather good and Freya because she's just sooo cool with the jumping and all). For the final member I switch between Eiko and Dagger. The reason I do this is because they are both excellent against different things. I use Eiko against anything which is weak against holy (Hades, Necron, etc) for her Madeen summon and Holy White Mag, and I use Dagger against most other things for her variety of eidolons (I just generally pummel Trance Kuja with Bahamut or Ark summons). What I can't yet decide is who to use against Ozma. Is he weak against Holy at all?