You can steal ribbons from lv. 99 Red Chocobos that randomly spawn in the Ozmone Plains.

One of the Bangaa's outside Migelo's shop makes a hilarious reference to FFIV.

Casting vanish on your whole party and confuse on one of them causes some fun times.

Soul Eater is a better ability than most people give it credit for.

There's an amusing mini-game in Rabanastre where you have to help a Viera find her soul mate.

There is also a pretty cool side quest involving a Seeq named Jowy in Nalbina that gives a bit of background info on a certain important character that leaves you too soon.