You don't need to train at all. You need to draw magics. Although it seems tedious, you should draw 300 of every magic available for your party, and Junction to their stats. All leveling is good for is getting rarer items from monsters.

Well, you may not want to draw that many magics, so...:P Still, it may be because you don't have enough magic to your stats. (Or something like that.) And yes, GFs are brokenly powerful for the first half of the game, until they become useless and Limit Breaks and abilities are all you'll ever use. Still, you should keep the attack command so you can use limit breaks. (Which, like most of the entire battle system, is very abusable.) Just keep everyone at critical health and blast away. The game only seems difficult because you don't know how to use the Junction System/Limits correctly. (I'm guessing.)

I'd play the game anyway, it has great music and an awesomely surreal ending, but I like that kind of stuff.

Edit: Christmas summarized all of what I said in one sentence. Great.