Best places to train are:
1 - Monster arena after capturing a LOT of fiends, and taking on the "Species creations" to boost your stats.
2 - Zanarkand, if you're not that strong, and can't consistantly do 9999 with a normal weapon.
3 - The Omega Ruins - Best place to make some money and EXP. Equip "Gillionaire" to a weapon and steal from a chest out there. Kill the "Mime" that comes from that, and you'll make some good money. Plus you'll get good EXP from almost anything out there.
