Final Fantasy VII/Junon

Aboard the Shin-Ra ship, there's not that much to discover. You won't run into any enemies at first, so talk to every person on the ship. You'll note that the rest of the party has, indeed, managed to sneak onto the ship properly disguised. Even Red XIII, who has slight problems standing on two feet - though it's not really the walking style that stands out, it's the tail. Yuffie, if she's in your party, wants Tranquilizers.

In the loading hold, there's a box with an Ether and an All materia (if you can't get there, just leave it be for later). On the deck, there's a save point. One of the sailors can sell you a revitalizing drink for 250 Gil, so if you didn't heal up before going up in Junon, this is your chance, otherwise it's just wasting money. Another sailor will sell you Potions and Phoenix Downs.

Eventually Aeris will ask about Barret's whereabouts. Find your way to the bridge where Barret is looking through the window to the captain's cabin. Then comes an intruder alert. After a fit of confusion, it becomes apparent that they aren't looking for your party.

Jenova
Head back to the deck. This is the time to choose who will participate in the huge fight that follows. Pick your two best-trained characters besides Cloud, and give them the best weapons. If a party member you don't want to use for this battle has all the materia, you can choose them, remove the materia and then talk to the any of the remaining party members to reorganize. Save at the save point before continuing.

Below deck, if Yuffie was blocking your way, you can now pick up the All materia. The guard posted on the door will now no longer resist letting you into the cargo hold proper. The cargo hold is also a good place to encounter enemies if you desperately need to level up your party in preparation for the next boss. It is a good idea to bring your party's limit breaks to maximum before Jenova-BIRTH. Be sure to steal a few Shinra-Beta accessory off Marines, as this is the only time you can obtain one. If you're going to do that, just make sure you don't go anywhere near the soldier in red near the door.

You'll finally find Sephiroth, who doesn't seem to stick around, which leads you to fight something else entirely.
 * To Steal
 * Shinra-Beta from a Marine

Jenova leaves a White Cape accessory. After the fight, you'll have to make sense of this Jenova's tentacle that seems to have been left behind. It's time to get out of the ship, but before you do, take everything in the room: the red glittery thing on floor is Ifrit materia, and in the chest on the catwalk is Wind Slash, a weapon for Yuffie.