The first few times I went through the Festival of the Hunt, I made Zidane win, mostly because I didn't know the value of the Coral Ring and I thought Gil was better. On my most recent playthrough, though, I killed off Zidane in the first fight just so I could get the Coral Ring. Lancer is a good ability for the beginning of the game (or, at the very least, for the enemies outside Cleyra). Plus it teaches Insomniac, which is useful for keeping Quina awake against those pesky Nymphs to get Night.

Besides, it's easier to let Freya win, anyway.