Cloud's Ultimate Weapon---Defeat ultimate Weapon on Discs 2 or 3 (The black thing that flies over some landmarks-to battle it give it a good bashing with the Highwind!) You will need to do this at least 5 times, but when you do; the Ultima Weapon is your prize!
Cid's Ultimate Weapon---After you have taken Cid's Rocket up into outer space on disc 2, talk to the man in Rocket Town who stares at where the rocket used to be a few times and he will give you Cid's Ultimate Weapon, Venus Gospel.
Barret's Ultimate Weapon---Near the end of disc 2, once you have parachuted into Midgar and defeated Heidegger and Scarlet in the Proud Clod, put Barret in you party before heading up to Hojo and you will find a box containing his weapon-Missing Score.
Tifa's Ultimate Weapon---On discs 2 or 3, go to bone village and search for "Normal Treasure". After a few tries you should get the "Key to Sector 5 Midgar", then go back to the gate at the Slum Outskirts, and you will find that you can pass through! Find your way back to Wall Market and press O on the computer in the small shop that shoots bullets out the top and you will recieve Premium Heart!
Aeris's Ultimate WeaponLocated in the temple of the Ancients in one of the rooms that lead from then clock. Mysteriously, Aeris gets her ultimate weapon almost right before she dies, and she only gets to use the Princess Guard in a fight in the Temple for a couple of bosses. Interesting...
Red XIII's Ultimate Weapon The Limited Moon is Bugenhagen's parting gift to his grandson. During disc 2, Bugenhagen leaves (Nowhere in the game does it say that he ACTUALLY dies!) and gives Red his best weapon before going.
Cait Sith Just before you get Barret's best weapon, in the underground tunnel, make your way back to Shinra HQ. Go back to the set of lockers that Cloud thought were useless. Examine it, and you will recieve the HP shout!
Vincent's Best Gun See Vincents Final Limit Break Below.
Yuffie's Conformer Dive down in the sub until you reach the Crashed Gelnika. In the same room as the 2X cut materia will lie Yuffies pride and joy. (Interestingly, this is also where you find Hades and Highwind!)
Cloud's: 32,000 bp at the Battle Square-Gold Saucer. Tifa's: play the Main Part of the Highwind Tune on the piano in Tifa's House-Nibelheim-disc 2. Barret's: after saving Corel from the train, talk to a woman in one of the top tents. Red XIII's: In the Shinra mansion, type in the code to open the safe and beat the Boss inside. Aeris's: In the East continent (with Midgar in) you will find a man sleeping in a cave, he will tell you how many battles you've had. Fight around until the last 2 digits are the same and he will give you a piece of Mythril. Then, go to the Weapon Seller's house (roughly west of Temple of the Ancients) and give the Mythril, before looking in a small box on the upstairs wall. Cid's: Find the crashed Gelnika (Underwater, near Gold Saucer Desert) and take everything! (It's worth it-there's not just a limit manual in there! Beware-the Turks might show up!) Yuffie's:Put yuffie in your team and head to Wutai. Go to the tower that you couldn't go anywhere in without her and battle your way to the top. Vincent's: With a Sub, or Green/Black/Gold chocobo, go to the lake up the waterfall (located between Nibel mountains and G.S. Desert) and enter with Vincent. The 2nd time you go there, you will recieve his Ultimate Weapon and Ultimate Limit Break.
To Duplicate Items- First, get the W-item materia and equip it to any character. Then, go into a battle (it doesnt matter what youre up against as long as you stand a chance of winning!) select the W-item command and press O on the item you want to duplicate. (You must have at least 2 of that item, and be able to use it in battle.) Then, press X and O simultaniosly and the cursor should be back on the item select box, but you have one less of that item. So then all you have to do is press O then X, O, X, etc. until you have as many as you want!