If you havent yet, head to the dinosaur's forest and kill some guys there...you want at least one Economizer or whatever they are called now too help with stuff...

Have you unlocked the Curse Shield? The shiled obtained from that is very good for blocking magic and is a good overall shield.

Finally, because Mog is the greatest character of all time, go pick up a snow muffler/ or whatever it is called now...It will practically make Mog invincable due to its massive defense boost