I like the personal touch when Rikku spherechanges out of the Songstress. She's so sad to put down that mic.

A good party to fight Azi is 2 high attack dresspheres and an Alchemist. Have the girl who will be your Alchemist equip the Highroad winds or Mounted Assault Garment grids (Mounted Assault is preferred for Auto-Haste) to cast Haste on everyone. (Chocobo Wings also cast Hastega) Keeping Haste on your Alchemist is nice because she can use the Stash Mega Potion for free healing. Keep attacking with your two high attack characters, and Stashing Mega Potions.

It is also helpful to use a Lunar and a Light curtain at the start to get Protect and Shell on everyone. Azi has a lot of HP so it will be a challenge but it is possible.