Final Fantasy VII/Shinra Headquarters

You'll find yourself on the playground. Barret will be pretty broken after Sector 7 is destroyed, but he'll be a bit hopeful as he learns that Marlene might be safe. So, after this cutscene, grab the 'Sense' materia from the playground and head toward Aerith's house - Barret and Tifa will join Cloud.

Back at Aerith's house, you find out about the Cetra (Ancients), and who Aerith's mother really was. And Barret will meet up with Marlene.

Back to Wall Market
Barret will suggest that Wall Market might have something that might help us get to the Shinra headquarters. So head there.

It's a good chance to stock up with all sorts of stuff. The people will discuss about how the neighboring sector went crash, the porridge is all ruined, and how all sorts of stuff rained down - and that damn weapon shop man grabbed them all!

The weapon store man - the one who's constantly fixing up the tank, not the clerk - tells you that you need batteries to get up to the plate. Umm... okay. Buy them, they're not that expensive.

I really recommend that you should stock up on Lightning materia, have at least 3, one for each party member at time. You are, of course, heading to a highly technical place next; highly technical means "doesn't like power surges".

The long climb
As you pass Don Corneo's mansion, a bunch of kids will tell you of something cool, like, a cable that just happens to hang down all the way from the World Above and lets you climb the sector wall.

After you get up, the place is again fairly straightforward: The yellow sockets need batteries inserted in them. These let you advance. (If you didn't get the batteries earlier, climb back down to the market and buy the batteries from the gun shop, as noted earlier. If you don't have enough money, well, think of something...)

The single most frustraing minigame (to the old-timers: okay maybe speed square and battle square [w-summon] beats this one, I mean c'mon 5000 points?) in the entire disk 1 is right here too. It involves leaping to the other side by using the swinging bar. Timing is really important. The best way to proceed is to pick some static spot of the background, and hit the button as the bar is at that point, and try earlier. To me, it seemed like coinciding with some puffs of smoke on the background. The point is, the right moment is when the bar is swinging towards Cloud,(right before it hits the second prong) and pretty close to him, but not quite there.

Have fun storming the castle!
You can save at the front entrance of the Shinra building. Tifa begs you to sneak in. The first part of getting in is to head left, and use the side entrance door. Now, prepare for the climb of your life- you need to climb all the way up to the 59th floor! Whoever decided to actually make you climb 59 flights of stairs (they're all there, you can count them as you ascend) should be caught and shot immediately! :) The best way that I've found to get through it is to make it a race between you, Barret, and Tifa. The feeling of elation you get everytime you take that corner and finally pull out ahead is almost worth the climb. The only spoils on the long climb are a lone Elixir, though the conversations between Tifa and Barret are nearly worth the climb too.

Right through the front door!
Alternatively, you can do what Barrett suggested and just walk through the front door to the Shinra headquarters. As soon as you head in, you will get attacked. As soon as the battle is over, you can chase the group of people around the lobby, or you can just jump on the elevator at the back of the lobby. However, security alarms start going off, and you'll have to fight random battles on the elevator till you get to the 59th floor. If you get lucky, you'll run into some ShinRa employees and they'll just leave you alone.

Presumably, you have here a chance of seeing a Turtle's Paradise poster on the lobby wall; You will get the another chance to see that when you visit the building at the end of CD 2 though, so don't worry if you decide to climb the stairs instead. (You could come back down by taking the elevator at the 60th floor and up)