The BEST place to level up is in chapter 5, in the Thunder planes. The hole where Cid is stuck.Each battle gets you about 1500exp and about 3-4 AP. I went there to train before going to Via Infinito, i was level 40 with Paine (who was/is my highest) and after about 2-3 hours she was level 70, i'd mastered her special dressphere,rikku's, trigger happy 3 mastered on all, gunner mastered for Yuna, Dark Knight mastered for Paine and for Rikku.
Go there, now, it's worth it (dont forget to put on Lure Bracer)

EDIT: Just remembered, don't forget to use Lady luck dressphere and get double EXP. Very, VERY important in making your life easier.