Yes, it's very annoying that you can't save the game after entering the final dungeon, so if you lose, you'll need to play through the Sylx Tower and the Dark World all over again. I haven't fought the Dark Cloud on DS, but here's a few strategies that worked on NES.

Try to have two healers for that battle, both casting Cure4/Curaja every turn if you can. If you're using the Sage class, have your Sages cast Haste on your physical fighters when you have time for that (e.g. on the first turn), and have your physical fighters attack. Hasted Shurikens especially hurt the Dark Cloud. If you have weapons that let your physical fighters attack from the back row, move everyone to the back row to reduce the damage done by Dark Cloud's physical attacks.