Go and get the complete set! Then you can watch all your characters strike out for 9999 damage with every hit!
Ultimate weapons are the character's best weapons. They can easily be identified as they have 8 materia slots, all paired, and there is no materia growth on them.
Another little thing about Ultimate weapons is that the 'morph' ability is much more powerful than normal, so if you are trying to morph something, use an ulimate weapon.
Cloud - Ultima weapon
You know the Ultimate weapon (the big black dragon that attacked Mideel)? After you have defeated him he will hover over a lake south of Midgar. Crash into him with the Highwind and you will enter a battle with him. Defeat him and he will fly off. Keep crashing into him and he will eventually fly off and stop somewhere. Crash into him again and fight him again. Defeat him and he will again fly off. Keep repeating this.
Eventually, he will fly off and hover in the air near Cosmo Canyon. If you defeat him this time he will die, and fall to the ground leaving a huge crater (this crater gives access to the Ancient forest, even if you don't have a chocobo). For your troubles you will receive the Ultima Weapon (This has the highest attack power in the game).
With this sword, the more HP you have, the more powerful it will be, so keep your HP up!
Barret - Missing score
When you return to Midgar (when you parachute in), make sure you have Barret in your party. On the staircase before you fight Hojo is a chest. Open it and you will find Barret's Ultimate weapon, the Missing Score.
With this gun, the more AP you have on it, the more powerful it will be. So if you have 8 mastered materia on it, it can attack for 9999 every time!
Tifa - Premium Heart
On disc 3, go back to Midgar. There will be a man outside the gate who has lost his key to the gate on an expedition trip. Now go to bone village. Search for treasure. Sooner or later you will find the 'key to sector 5'. Now go back to Midgar. Go into Midgar.
Go past Aeris' church (by the way, if you enter the church now, you will see Aeris flicker and then disappear. I am not sure whether this is a glitch or was meant to be there. You can also no longer go through the door at the back of the church).
Keep going through Midgar until you reach Wall Market. Go into the 'item' building near where you come in (it is the building with a minigun in it that tried to shoot you when you were previously there (on disc1)). Use the machine and you will receive Tifa's Premium Heart. I am not sure whether you have to have Tifa in your party or not to do this (there is a save point nearby so you can swap characters easily).
Aeris - Princess Guard
This is unusual as an ultimate weapon as it does not have 8 materia slots (everything can't be perfect).
When you are in the temple of the Ancients, go to the clock and enter the room at IIII (shouldn't that be IV? oh well). Her ultimate weapon is inside here.
Cait Sith - HP Shout
When you parachute back into midgar, go into the Shinra building. Go to the 64th floor and search the lockers in the gym type area. As well as some other things you will get HP Shout.
Yuffie - Conformer
Remember the sunken wreck? It is off the shore of the Gold Saucer. Go here with the submarine and you will find Yuffie's ultimate weapon in the generator room. You also get Cid's level 4 limit break in the sunken wreck.
Cid - Venus Gospel
Go to Rocket Town after the rocket has been launched with Cid in your party. Remember the man outside the item shop who gave you the Yoshiyuki earlier on? Talk to him a couple of times and look at the Rocket with him and he will give you the Venus Gospel.
With this weapon, the more MP you have, the more powerful it will be, so use an MP plus materia or something.
Vincent - Death Penalty
Go to Lucrecia's cave (west of the Gold Saucer) on disc 2 with a gold chocobo or submarine with Vincent in your party. Return again with him on disc 3 and you will receive Vincent's ultimate weapon - Death Penalty. You will also receive Vincent's level 4 limit break here.
Red XIII - Limited Moon
After you take Bugenhagen to the lost Capital, return to Cosmo Canyon with Red XIII in your party. You will find that Bugenhagen is close to death. Talk to him and he will give you Red XIII's ultimate weapon - Limited Moon.
With this weapon, the more MP you have, the more powerful it will be (I think), so use an MP plus materia or something.
