Zidane and the others are in the Black Mage Village. The Genomes now live a peaceful life among the Black Mages. Watch the sequence of short scenes that take place, you will have the chance to set up your party again. Your party will then leave the village piloting the Invincible. The Invincible can land almost anywhere, even on dirt. Fly outside of the forest and land the airship and then head through the forest and back to Black Mage's Village. You can forge some new items at the Black Cat Synthesis Shop, you can forge some new armor for Freya or Steiner and also you can make some new add-ons. If you don't have the materials required to make a certain item, you can visit the item shop in Daguerreo which has a good selection of items.
Leave the village once you are ready and you can fly to Daguerreo. While on the airship press triangle. You will appear on the airship, head out through the bottom door. Move to the left and open the chest for the Pisces Stellazzio. That should be your 12th Stellazzio coin. You should head back to Queen Stella and give her the coin before heading of to Daguerreo. Fly to Treno and go speak with Queen Stella. If you don't have twelve coins or haven't already given her eleven, head to the side quests section of this guide to find their locations.
You will receive the Robe of Lords for delivering the 12th Stellazzio. Speak to Queen Stella again, she will discover that there is actually a 13th Stellazzio Coin. Zidane mentions the writing on the Stellazzio must be the key to finding the final one. She gives you all of the Stellazzio coins so you can look for the last one. If you go into your key item menu and press X on the Stellazzio there will be a story that can lead you to the last one. Instead of trying to figure this out I'll just tell you where the last one is. Head back to Quan's Dwelling and search in the same place that you found the Scorpio Stellazzio. In Quan's Dwelling, search by the HP/MP restoring water, you will find the Ophiuchus Stellazzio. Bring this back to Queen Stella!
In return for the Stellazzio, Stella gives you a Hammer. Before leaving Treno you can visit the weapon and armor shop and fight the Monster, it is a Behemoth this time. Select your best character to fight him, He is pretty tough and he will sometimes use a Meteor Counter. Equip you character with Auto-Haste, Beast Killer, Auto-Regen, Counter, Eye 4 Eye. You probably don't have enough magic stones to equip all of those, so remove previous abilities that you may have equipped such as Level Up or Ability Up. You will get a Circlet for beating him.
Now you can head for Daguerreo, Head to the Inn and speak with the Old Man standing by the table. He mentions that he is looking for an item called Magical Fingertip. You can bid for this in the auction house in Treno, if you bring it to him he will present you with the Excalibur sword for Steiner. You can buy some new items at the weapon and armor shop. If you want to you can fly back to Treno and get the Magical Fingertip. It may not appear to be up for bid, if it isn't check you key item list to see if you are holding any items that a sellable on the streets of Treno. Check out the side quest section to see a list of the items and the people you can sell them to. Return to the auction house and let the auctioneer announce the list of items. If he announces the Magical Fingertip, then your all set.
Be prepared to pay a large sum of cash, the stupid nobles apparently really want this item, I had to pay 54,400 for it... That old man had better be grateful. Head back to Daguerreo if you managed to obtain the item and give it to the old man. In return for your kindness he will give you the Excalibur sword. Now if you have a Kupo Nut in your inventory, take this to the moogle family in Gizamaluke's Grotto. Speak with the male moogle and give him the Kupo Nut. In return for this he will give you an Aloha T-shirt! Yeah, I know this is pretty useless, but if you found the Dead Pepper treasure with all of the other pieces of this set, you probably noticed you only received 7 Aloha T-Shirts. Well, you have 8 characters, so now they can all wear one!
Ok... If you have yet to complete the Chocobo Hot and Cold side quest, I highly recommend you take the time to do so. The items that you can get from the quest are well worth the time. You should also complete it if you want to get the most out of what the game has to offer.
Once you are ready, pilot the Invincible to the Iifa Tree. Notice that giant, glowing purple sphere of energy? How could you not, before heading to inside press triangle while flying in the ship. Make sure to equip your characters the best you can. My party consisted of Zidane, Freya, Vivi and Eiko at this point, substitute them with whomever you want. Equip the Bird Killer and Dragon Killer abilities to the characters that can use them. If Vivi has the Reflectx2 ability, equip this to him as well. Equip your characters with their best equipment, maybe land and call the moogle to save your game, and then head into the sphere. Don't worry, at certain points you will be able to return to Gaia.