Ultimate Weapons
CLOUD: ULTIMA WEAPON
Cloud can get his ultimate weapon by defeating Ultimate Weapon. You can only fight him during disc 3. You will find him hovering over a lake near Junon. Run into him with the highwind to initiate combat. You will need to fight him many times, by chasing him with the highwind and hitting him. He wont be too hard to beat, so don't worry. After this, you will have Cloud's ultimate weapon, Ultima Weapon!
BARRET: MISSING SCORE
Barret's ultimate weapon, the Missing Score, can be found on the steps leading up to the Sister Ray, right before you encounter Hojo. But, you must have Barret in your party to do this. After this you will have Barret's ultimate weapon, Missing Score!
RED XIII: LIMITED MOON
After you take Bugenhagen to the Ancient City visit him in Cosmo Canyon. He is in bad shape, but you come out of it with Red XIII's ultimate weapon, Limited Moon!
TIFA: PREMIUM HEART
After you get the key to Sector 5, (check side quests section to know how) You can return to Wall Market, and go in the mechanical items shop. It look likes its fixed (sort of), go up to it and try to buy something. It will spit out the Premium Heart and then try to shoot you (it misses). And now you have the Premiun Heart!
AERIS: PRINCESS GUARD
You will find Aeris's ultimate weapon in room IV of the Temple of the Ancients clock room. After going in IV run all the way down the hallway to pick up a great prize, the Princess Guard, Aeris's ultimate weapon!
CID: VENUS GOSPEL
After the rocket in Rocket Town has been launched, talk to the old man outside the items shop (he's the guy that is obsessed with the rocket, and the one that gave you the Yoshiyuki a bit earlier). Keep talking to him and after a while he will give you Cid's ultimate weapon, Venus Gospel!
CAIT SITH: HP SHOUT
If you go to Shinra Headquarters for the second time you can get Cait Sith's ultimate weapon. First off go to the 64th floor, and then go to the third row of lockers, and check on the left side, you will recieve an item, Cait Sith's ultimate weapon, HP Shout!
VINCENT: DEATH PENALTY
After you get the submarine or a gold chocobo, you will be able to reach Lucrecia's Cave, which is located behind a waterfall in a lagoon near the Nibel area. Visit the cave with Vincent in your party on the second disc and then revisit on the third disc. You will learn about Vincent's past, and then on the third disc you will get Vincent's ultimate weapon, Death Penalty!
YUFFIE: CONFORMER
Once you get the submarine, locate the crashed Gelinka just off the coast of Gold Saucer. In the generator room, is Yuffie's ultimate weapon. Pick it up and you will have Yuffie's ultimate weapon, Conformer!