Final Fantasy VI/Chapter 5: Sabin's Scenario

It's recommended that you save this scenario for last since you'll have the greatest opportunities to purchase items and have the most gold by this point, plus doing this one last should allow you to keep Shadow in your party for longer.

You'll start out on the coast, head right to reach a nearby house. Talk to Shadow and he'll join your party for a ways until you reach Narshe. One thing to be warned is that if you get into too many battles with him he will eventually leave on his own. You won't normally have this happen unless you deliberately try to level everyone up, and he won't be able to leave once you reach the ghost train in any case. Talk to the nearby merchant to get some equipment, (sprint shoes are always nice), 99 Shurikens (which will cost you a staggering 2970) and get going. Head south and eventually to the west to reach the Imperial Camp.

Imperial Camp
After trying to enter, you'll switch to a scene with Cyan fighting off the imperial army. Just engage the commander directly and finish him off. As Sabin and Shadow, go to the right and hit the box to find a Star Pendant. Go down and you'll fight Kefka briefly after witnessing a scene with him. Don't fight him after he runs away, but go into the tent at the top left of the area and open the two chests for an MithrilGlove and a difficult monster in a box fight to win a green beret.

After you run into Kefka and he sends his henchmen after you he'll poison Doma, and Cyan will learn of the deaths of his king and loved ones. You will need to have your party help Cyan as he fights, and you'll all end up in suits of Magitek armor. Fight your way through the soldiers, using the heal beam as necessary, and you'll end up back on the main map. Head southeast into the forest, finding a recovery spring along your way. When the path forks take the top path to reach the phantom train. If Shadow is still in your party at this point (you can keep him in your party by killing him), he won't leave on the train, so rejoice.

EDIT- When you are playing as CYAN before proceeding into the room on the right of the King's throne room, search south, in a jar beside a body you will find a remedy, this will come in handy later. [A King Edit]

Ghost Train
Head to the right to reach the last car on the track, and you'll find a ghost willing to help your party. Don't let him join though, he's only going to leech your exp as he's pathetically weak. You can enter the door to save your game and learn more about the train. Proceed through the car in the train. Some of the ghosts will try to fight you, sell you things, or want to join your party. If you're running low on tonics talk to the second ghost in the first car. Sabin's blitz, Aurabolt is exceptionally effective against undead creatures, keep in mind. After travelling through a couple cars the entrance will be blocked by a ghost. Talk to it, it'll warn you of no escape and a sequence will begin where you run away from the ghosts and detach the rear train cars. Flip the switch again to open the passageway, and the next car will allow you to replenish your health. Step into the back of the car to get some earrings. Go through the first door inside the next train car to witness Ziegfried starring in the least impressive boss battle of all time. Seriously, he died to Interceptor's counter attack before he even finished attacking. Ouch.

The second room in the next car offers four chests with assorted items. As you cross over to the next car your ghost friend will leave you. The next car has a save point, and the final car has three switches. Flip the outer two switches and walk to the front of the train to begin a boss fight.

EDIT- To make this fight really short use a phoenix down on the phantom train. [A King Edit]

You can head back into the forest for a quick recovery spring visit, or you can head straight to the cave leading to Baran Falls. This will also be your last chance to level up for a bit since the Veldt offers no experience. Make sure you remove all equipment and relics from Shadow before you go to the cliffs, because this is the point at which he leaves your party for sure. Make sure you're healed up, and jump over the edge. As you're falling you'll fight increasing waves of Pirahna until you finally reach a Rizopas. It shouldn't be too hard to take out, just keep doing your basic blitzes and swordtechs - but defeat it quickly, since it's El Nino attack can easily destroy weak characters.

The Veldt
Just as a side note, don't even try leveling up in the place, you gain no experience from it. If you run into Gau before you purchase the dried meat, just attack him and he'll go away. Head to the southeast into town and purchase the dried meat. Don't bother staying in the inn since you can sleep in the back of the relic shop, and make sure to stock up on armor and weapons for everyone in your party, you'll need it for the upcoming battle at Narshe. There's also a sidequest in this town involving a wounded soldier getting letters from Maranda. You can send letters on his behalf if you go to this house next door to his, and if you do it enough you get Tintibar which is a relic that gives health for every step you take. You have to talk to a vendor after sending each letter and the relic vendor is the closest. Give the dried meat to Gau the next time you encounter him on the Veldt and he'll join your party and inform you of his shiny treasure. You should learn the following rages (from order of appearance): Marshal (Wind Slash), Dark Wind (Break), Areneid (Monster special, cast Stop), Rhodox (Snare, Instant Death), Trillium (Bio), Dark Side (easy to miss, Ice 2), Primordite (Monster special, cast Stop), Templar (Fire 2, Inherent Safe), Hazer (Bolt 2, Instant death protection), Over Mind (Elf Fire), Stray Cat (Monster Special, 4x damage). Marshal is hard to meet on the Veldt, so don't feel pressured to learn his rage (which won't be useful in quite a bit).

Go to the cave in the bottom left corner of the Veldt, and Gau will eventually find his treasure, a diving helmet. You'll begin winding through the serpent trench in glorious mode 7 effects. This incidentally is also the only place Mog can learn the Water Rondo, so keep it in mind, you'll eventually need to repeat the entire path travelled for Sabin's quest. Go right at the first fork to get an x-potion. Right at the second fork gets you to a cave which can give you a green beret.

Next thing you know, you're in Nikeah. Shop around town, pick up plenty of extra tonics, potions, and fenix downs for the battle in Narshe, and make sure everyone will be able to have their best equipment. Then take the ferry over to Narshe and you're done with Sabin's scenario.

It is a good idea to have both Sabin and Cyan reach at least level 15 before going back to Narshe. This way, they will both have their fourth tech which will be a great help for the upcoming battle.