I myself am playing for the first time in months, so I didn't care for all Al Bhed primers, Spheres for Auron's OD, etc.

The only side thing that I _always_ do in my games is to get Yojimbo, Anima and Magus Sisters. And activate the easy Celestial Weapons (Godhand, Nirvana and maybe Masamune and Caladbolg if I have patience for those two). And unlock some creations, in order to get items to teach neat abilities to Anima my aeons.

So, you really should only get your hands on the hidden Aeons. They are worth it. Specially Anima.

Oh, Anima. <33333~