Final Fantasy VI -> The Opera House to Vector
Where we last left our party in Zozo, head back around south to reach Jidoor. Go to the house in the North of town and talk to the Impressario, he'll drop a note and tell you Celes looks like Maria. Pick up the note and head south out of town to the Opera House. This will be the last you'll spend in this area for a while so make sure you're satisfied with your party and don't need anything else here. Talk to the Impressario to get Celes to take Maria's place and prepare for the opera house sequence. Make sure someone other than Celes is wearing Sprint Shoes, because one of the next sequences will be timed.
Opera House
First, have Locke head towards the dressing room to the south east of the seats. Go to the right room and talk to Celes, and have Celes review the script. Then head onto the stage, your first line is "Oh my hero." Your second line you have to select is "I'm the darkness." Your last line is just "Must I." Your next task is to talk to the prince three times and follow him as he dances, then pick up the flowers and throw them from the top of the balcony. Do this in time and you'll complete Celes' part of the scene.
Take over as Locke, and you'll find a letter. Talk to the Impressario back in the seats and you'll be on a five minute countdown to stop Ultros. Head to the top right and flip the far right switch to open a door, then go through the top left door to find yourself on the balcony above the stage. Avoid the rats if possible and just make your way over to Ultros, keep in mind the clock ticks even on the inventory screens. Always kill the Gold Rats first since they can summon replacements. After you reach Ultros, he'll drop the weight and you'll have to fight him. Use the chainsaw if you have Edgar and your most powerful attacks, including any fire magic. He'll fall eventually.
In the next scene you'll flip a coin to see whether or not Setzer will assist your party. If Edgar is in the party Celes will pick up the coin from him, and if Sabin is in the party another interesting scene will ensue. The coin is revealed to be double-sided heads, and Sabin will realize the coin they flipped to decide who gets the kingship was double-sided as well.
Once you land, you'll be able to buy items and heal in the airship at any time, as well as unequip those members not in your party. The town near you is Albrook, explore it and buy equipment as neccessary. At the southwest of the continent is Maranda, which is also where all the letters from the soldier on the Veldt are being sent. You can check on the status of his girl and get some more equipment and armor. At the north of the continent is Tzen, which offers some interesting relics, including the black belt relic which lets you counterattack when hit. Chocobo stables can be found in the forests near most of these towns, and in general. When you're ready, head for the center of the continent to find Vector. I wouldn't recommend sleeping in the end since your host may steal your money. Loot the place for items and talk to people, then talk to an old man at the east of town to sneak in. Jump on the crate and sneak your way inside. Enter the bottom right tube and the tube at the top of the path for some treasure, then take the other bottom tube to move on.
In the next area, travel to the right and through a tube in the wall for a room with more treasure chests. Travel up the stairs to the left for a treasure chest in the previous room, and you can take a path and some stairs to reach some more treasure chests accessible through doors in the bottom wall. At the top of the area you can step on a conveyor belt dropping off armor to go to another scene and watch Kefka throw away some Espers. Follow them. Go to the door on the left to save and talk to the leftmost Esper to fight it. Attack ifrit with ice or your most powerful attacks and hit shiva with fire. Eventually they'll recognize Ramuh's power, talk to both of them in turn and you'll gain two more Espers. Go through the right door and climb the stairs. Search the bottom left corner of the room with the tubes to find a break blade. You'll fight the number 24 boss.
