Ultimate Weapons
Each character has a weapon that is considered his/her ultimate weapon. These weapons often have strange chracteristics that enable them to pack an extremely strong punch, but Materia typically can't grow while placed in an ultiamte weapon. Therefore, it's kind of a double-edged sword- you'll want to use them, but only with Materia that's been mastered.
Cloud: Ultima Weapon
Cloud can obtain his ultimate weapon, the Ultima Weapon, by destroying Ultimate WEAPON. Confused? On Disc 3 you can find Ultimate WEAPON, hovering over a lake in the eastern continent.
Cait Sith: HP Shout
During the team's second raid on Shinra's Headquarters, you can pick up Cait Sith's ultimate weapon, the HP Shout, from a locker in the health spa located on the 64th floor. The locker is on the left side of the third row.
Barret: Missing Score
Barret's ultimate weapon, the Missing Score, can be found on the steps that lead up to the Sister Ray just before the team encounters Hojo.
Yuffie: Conformer
When you ahve the submarine, locate the crashed Gelnika just off the coast by the Gold Saucer. Inside the generator room is Yuffie's ultimate weapon, the Conformer.
Tifa: Premium Heart
After getting the "Key to Sector 5", you can return to Wall Market and check the broken vending machine again. It's fixed, sort of. It dispenses Tifa's ultimate weapon, the Premium Heart, and then breaks down again.
Cid: Venus Gospel
After the rocket in Rocket Town has been launched, talk to the old man outside the Item Shop. He's the one who's been so obsessed with the rocket. If yo uspeak with him several times, he'll eventually give you Cid's ultimate weapon, the Venus Gospel.
Aeris: Princess Guard
While wandering aroudn the Temple of the Ancients, you'll find Aeris' ultimate weapon, the Princess Guard, just off the clock room. It's at the end of the IV hallway.
Vincent: Death Penalty
After acquiring the submarine or a Gold Chocobo, you can reach Lucrecia's Cave, located behind a waterfall in a lagoon in the Nibel area. Visit the cave with Vincent in your party during Disc 2. Then during Disc 3, revisit the cave with Vincent in your party to get his ultimate weapon, Death Penalty.
Red XIII: Limited Moon
After taking Bugenhagen to the Ancient City, return to Cosmo Canyon with Red XIII in your party. He finds Bugenhagen in pretty bad shape, but Red XIII walks away with his ultiamte weapon, the Limited Moon.