Good Place To Train?

The best place to train has to be right before the Yunalesca battle in the Zanarkand ruins there the exp is nice and the battles are frequent. I trained there for like 4 hours and It's really effective.
 
Find the Omega Ruins by entering the coordinates on the cheap world map on the Airship. Do the Ultima/Omega side quest and you will run into some high leveled monsters to kill which should boost ya up a bit.

#2 would be to go to Bikinel Desert and clear the sandstorm and fight Cactuars which give a crap load of Sphere Levels when you defeat a few of them.

#3...Give the Monster Arena sidequest a shot as well. By going all over Spira collecting and capturing the required monsters, you will garner loads of EXP and power, mana, ability, and speed spheres to progress along the Sphere Grid.
 
Personally, I would suggest doing the Monster Arena Sidequest. You get really good items for Customizing from it, and get some handy monsters to fight for special spheres for later on. I did it with my weakest chars from Besaid to Mount Gagazet in that order, so when they started they just finnished their own spheregrid and now their on their 3rd sphere... Also, it helps to get Auron's Sigil.

Then head over to Omega ruins and STAY AT THAT SAVE SPHERE! I can not stress that enough. I made a fatal mistake when I first went there, nearly reaching Omega, but I had to turn around. Then pops up a Great Malabro and I broke my controller taht day, I got 55 sphere levels with EACH person...

After your satified with that, go back to the monster arena and start the Don Tonberry AP trick. This takes time, but it's rewarding when your Rikku and Yuna do over 44490 damage by simply tapping a monster with their weapon. More satifying then seeing Penance dying in 1 turn. And THAT was SATIFYING!
 
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