Just start from the beginning and work your way up. Chances are, you will be using primarily physical attackers, since only physical attacks can capture Fiends. this means that you will be using Auron, Wakka, and Tidus (or Kimahri) most of the time. If you go from Besaid and mimic your journey, not only should you catch nearly all of the Fiends, you should be able to get some hefty AP bonuses.
A common addition to the Capture Weapons that you can buy are customizing Deathstrike, Deathttouch, Counterattack, or Evade & Counter. It gives you both and extra turn (not that you control it), and another chance to capture a Fiend, especially since it's all physical attackers. But I wouldn't go and customize them yet, until you can afford it, or feel that you need it.
A total 100% completion game in NA takes approximately 175 hours. A total 100% completion game in PAL/Int. takes approximately 125 hours.







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