Which version are you playing? In one instance this makes a difference.

Anyway, you'll want the Ultima/Atma weapon which you will get in the World of Balance. You already know about the Genji Gloves with dragons, Econimizers can be stolen or won from the Brachiosaurs in the Dragon Forest late in the game and these can be bet at the Coliseum to obtain the Gem Box/Soul of Thamasa relic.

When you try to obtain Mog, there is a choice between him and a Relic that reduces MP consumption by 50%, if you are not playing the GBA version, then if you don't choose Mog, you'll lose out on one of his best Dances cause you can't get access to areas that grant it the next time you can recruit him.

In Mobliz, the injured soldier asks you to send letters for him. If you send the item he requested, he'll eventually reward you with a Tintinbar relic that restores HP as you walk.

If you are playing the SNES/PS1/Super Famicom ROM of VI, there is an island in the right corner of the map that looks like a triangle, in the first half of the game, you can fight a Behemoth monster called Intangir. He is really hard but in any version that isn't the GBA version, you can use Doom/Death to instantly kill him, though you will have to survive his Meteor counterattack. He nets you a good chunk of AP for teaching magic.

Also, don't sell the elemental swords, they can randomly cast spells and in the hands of characters like Terra and Celes who have naturally good stats in both strength and magic, these weapons can be devastating. There's even one that cast Break.

Most Espers are gained through either the story or from bosses. The only ones to watch out for, cause they are hard to miss, are the ones in the auction house, one that is being sold by a thief in a town, Odin and Raiden which involve using Figaro Castles submarine mode in a later part of the game to access. Crusader is pretty hard if you don' find and kill all the dragons. Also, if your game supports the Banish/Doom bug, never use it with Break or X-Zone instead. This causes the boss to not relinquish any items they may drop. Wrexsoul won't drop a Pod Bracelet if you use X-Zone on him, and Deathgaze/Doomgaze will not drop the Bahamut Magicite.

As for stat growth, as blackmage_nuke said, your characters will naturally go almost to max HP and MP so you can ignore those stat raising espers unless you don't plan on going to the highest levels but still want max stats. Stamina changes the effectiveness of poison and regen, as well as how well you resist instant death magic that isn't Blue Magic. There are relics for these things, and the game isn't very liberal in its usage of the spell so you can scratch that one off too.

Speed is great to level up but if you're not playing the GBA version, there is only one esper that grants this stat bonus (Odin) and he can be lost, cause this esper can get upgraded into a new form (Raiden) which grants a very rare spell but changes the speed stat growth to an MP one. If you're in the GBA version, you can pick up Cauctar which grants a better bonus than Odin does and doesn't have some silly upgrade thing.

Magic and Strength are your best bets, though several of the ultimate weapons and abilities will allow you to perform max damage without the aid of either stat being ridiculously high. The Ultima Weapon does damage based on your level and whether or not you have full HP or not, it already has the highest att. pwr. of all the weapons.

Sabin's Blitzes mostly use the Magic stat, Edgar's Tools use both, and Cyan's uses Strength mostly. Setzer uses the Magic for slots, Relm and Strago are strict mage characters. Mog is great melee character but his dances use magic stats.

I generally like to keep characters in their fields, so I tend to keep Terra and Celes in Red mage mode with equal raising of both magic and strength, though I tend to let each be slightly higher in one stat over the other. Beyond that, I let melee characters stay melee and mage characters stay magic. I try to add speed into both groups as well.

Also, past level 50, I believe it is, your characters stop gaining the normal stats, and only gain HP/MP stats, so at this point, the esper system is more important, cause its the only way characters can permanently gain Str, Mag, Stm, and Spd.

Overall, I feel the esper system is nice for keeping characters within roles in the game, but I feel your equipment and relics are more important in the long run.