Hint: Level Up Quickly
There are two islands in the game called "the island closest to heaven" and "the island closest to hell". These two spots have the strongest monsters in the game.

"The island closest to heaven" is located just a bit east of the chocobo sanctuary and is shaped roughly like a box.

"The island closest to hell" is west of Deling City and is shaped like a bent cross.

These islands contain very powerful creatures, and killing them is guaranteed to raise your party a level with each battle. They may be too tough to take on if you're below level 60 or so.

Hint: Limit Break Trick
Here's a tip for getting "The End" for Selphie's limit break. When using her slots limit break, open your PlayStation lid. This will cause everything else to freeze while you can take your time to choose "The End" for the slots. When you're done, close the PlayStation lid to resume the action.