Gagazet, Zanarkand, Sin

Halfway through the game. To get out of Bevelle, the easiet thing to do is to turn off the PS2 and walk out of the room. Anyways, it depends on where you are in Bevelle; saying "I'm in Bevelle" isn't exactly smattering of detail.

If you just began the siege, then fight your way through the enemy. (Dark attack, Smoke Bombs)
If you are in the cloister of trials, figure out the puzzle.
If you are in Via Purifico, then use Pheonix Downs on Evrae Altana, or use Yuna's summoning to guide her way out of it.
If you are at the battle with Seymour, level a little bit on the Highbridge, and then fight Seymour. Reflect or Shell are good ideas.