Well, Boco we know is real, and Chocobos have a similar effect in other FFs (notably FFT, in which is a physical, not faith attack, if I recall). Now, while I think that Doomtrain includes illusory elements, apparently he's been caught on film, so he at least exists.

Siren calls forth water and a small sea, but then again, Leviathan summons a mountain and a waterfall.

Phoenix is odd, because technically the pheonix could regenerate from ash in a fire, so it wouldn't be too odd for the bird to rise whole from nothing.

Now if any attack is largely an illusion, I would think it would be Eden's, given the extra-galactic nature of the attack and sub-c speeds.

Of course, it could be that they all involve pocket dimensions. I mean, we're already calling forth and arranging matter in most of them anyways.