You can buy the "EXP plus" materia for 2000 GP in the Wonder Square in Gold Saucer, although it's name is hidden behind question marks. That materia lets you gain up to twice the usual EXP from battles.

Also, if you're that far in the game, you can go to the Northern Cave (final dungeon), and choose the left, upper path when given a choice. Here, you can fight enemies called Magic Pots for 8000 EXP each (16000 each with a mastered EXP Plus), and various other enemies with good EXP rates. Also, this is the place to go for AP.

If you haven't gotten there yet, although it's the best thing to do in my opinion, the enemies in the forest surrounding Mideel can give you decent EXP.