Get Baralai's Sphere:
Baralai's Sphere can be found in Guadosalam beyond the locked door that everyone talks about. How do you do it? Examine the door in very Chapter. During Chapter 5, Tromell Guado will let you inside, if you were able to finish the mission on Mount Gagazet during Chapter 3.
Unlock Extra Ending:
First you'll have to meet with Maechen at Guadosalam in Chapter 3. You'll find him when you meet up with Logos and Ormi in the same area. Next you have to get the "whistling" scene with Yuna at the end of Chapter 3. When you're alone in the Farplane, move Yuna around and continually press the X button. You'll hear whistling. That means you have activated the event. Next thing you have to do is get an Episode Complete in Luca during Chapter 5. All you have to do there is visit the location where Tidus taught Yuna how to whistle. Next, get an Episode Complete in Besaid. Finally, once you have defeated Shuyin at the end of the game, keep tapping the X button to get your just rewards!
If you need to heal up, change your characters into White Mages, because they have the lowest HP in the game. You can use regular Potions or low level white magic spells to cure them. Revert them back to their original classes and they'll be at max health.
Good Level Up Spots:
Good places to level up during the game are the Leblanc Syndicate's headquarters early in the game, Cid's secret dungeon during Chapter 5 for mid level characters, and the Depths of the Farplane for high level characters.
If an enemy hits you with Stop, cast Haste or use a Chocobo feather on them. They'll be back to normal, and they will also have Haste cast on them.
Equip the Cat Nip accessory and use the Trigger Happy ability when the wearer of Cat Nip has their health below half. You know this happens when their HP indicator turns yellow. The Cat Nip accessory allows any item, attack or spell to deal 9999 damage no matter what the circumstances. Since Trigger Happy allows you anywhere from 10 - 20 hits depending on what level you have it at, you can pretty much kill any enemy in the game using this strategy. Just remember, enemies are also affected by this too!
Thanks to Goldengun64