Steal with Zidane at every opportunity. Later on you'll get a skill that will take advantage of this. Also take the time to engage yourself in the Chocobo side quest during the game rather than at the end. The items you can find whilst playing via the Chocobo really help out. O, and make sure you spend time mastering the abilities available to you, and equip as many +stat equipments (that's speed, strength, spirit and magic) just before you level up.