mime - breed a black chocbo and look in one of the hiden caves (can't remember which one )
w-item - return to midgar mission. if u missed it then tough luck. wen u get onto the train tracks keep running down until u come to a dead-end and its there
final attack - a prize for beating special battle arena. u won't have that yet.
phoenix - succeed in the mandatory fort condor mission.
double cut - can't remember
2x cut - this is double cut materia
slash-all - ancient forest. defeat ultima weapon and it will create a path up onto the mountain near cosmo canyon.
big guard - i think u get this from behemoth in northern cave but someone will have to confirm this