I'm going to play this again soon

[Sephiroth]

Get Mighty Guard once you can fight a Stingray. You don't need to use the Control command, you just need to cast muddle until it works. Then just wait for the Stingray to use Mighty Guard on you. It might take a while though this way as it can hit itself. However, this way it is done fast and without a command of a job class that you probably do not use.

And use Time Mages, and White Mages and Summon Golem and Bahamut. Golem can be found on the Mountain where you have to fight the Dragon Grass in the Second World and Bahamut in the Reunion World on top of the Northern Mountain.

Mime and Bahamut or Meteor or Toss Gil or whatever can make you defeat the Final Boss very early.

And yes, get Odin and Carbuncle and Ramuh and Shiva and all the other stuff that is not that easily to get. But don't fight Shiva before fighting Ifrit.