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It goes without saying that you should complete all sidequests and collect all espers first, unless you're trying to complete some challenge without doing everything in the game. Two dragons will have to be fought inside Kefka's tower to get the Crusader Esper, so you may wish to go here earlier and leave again.
Choosing your party
You will be able to use at most 12 characters in the final battle with Kefka, and against all the dungeons and bosses preceding that point. All your groups will engage in their own boss fights and exploration so you will need three strong parties.
It should be noted that if one of your parties possess the Moogle Charm and equips it on Mog that party can explore Kekfa's Tower without worrying about anything but boss fights. This may be able to be used to protect a weak party early on in picking up equipment, but in general you will still need three strong parties to complete some areas where the path divides.
It should also be noted that due to 2 extra characters being placed in the game, Umaro and Gogo, you will have two characters which will not be able to be used in the final battle. In short, you should decide well in advance to fighting in Kefka's Tower which two characters you should choose to ignore and not level up at all. The following are some considerations for doing so:
(When it is mentioned that a character is "required" for a particular task it means that it's unavoidable for using them in a particular scenario which normally involves boss fights and leveling up)
- Terra - A strong all-around character with extremely high magical power, plus she can flip out and double her already considerable strength with her Morph ability. And she's sort of the central character, so it'd be a shame to leave her out.
- Celes - Required for many of the early quests up until you get the airship. She has strong magical ability and her magic-absorption can be very useful in certain circumstances.
- Edgar - Required for early quests in the world of ruin as well, he's a strong fighter and he has one of the best special abilities in the game.
- Sabin - Also required for early quests, his blitzes and the bum rush make him invaluable.
- Locke - Required for looting Narshe, and a good deal of the missions in the world of balance. He's only average as a fighter, but his "treasure hunting" abilities make him very handy to have around, so he should get a lot of use. (Alternative opinion: Locke is one of the best physical fighters in the game, as he has access to several of the game's best weapons. He's an absolute monster with the Genji Glove/Master's Scroll relic combination. Seeing as he doesn't have a unique ability that does damage, he's prime candidate for this combination.)
- Cyan - Strong physical attacks, weak magic. The swordtechs are very useful when you have the time to charge up, but waiting for the that to happen while the enemy can get multiple hits due to the ATB system can be detrimental. Still, he can pull his weight.
- Gogo - The most flexible character in the game. (S)he can copy any characters' attacks, spells, and techniques. Almost absurdly useful.
- Shadow - Not exactly required for any quests, but he's often around, and his Throw skill gives him a variety of powerful attacks.
- Relm - Not required for any quests, and Sketch may be a little dangerous to use because of the bug, but she's got the highest base magical power in the game. Nurture her spell-casting ability--you won't regret it.
- Strago - Required to complete the Hidon sidequest. Decent magical ability and useful lores.
- Mog - Required in order to complete the sidequest to recruit Umaro. His Dance skill can be useful but it's unpredictable.
- Umaro - Not required for any quests. He has strong physical attacks and is a force to be reckoned with when he has the rage ring or blizzard orb, but you can't control him.
- Setzer - Required for the quest in Darril's tomb. Slots is highly unreliable, but GP Toss can be valuable. He really hasn't got any showstopping skills, though, nor very strong basic stats. Fixed Dice can lead to high damage output, (especially with the Master's Scroll relic,) but because of its random nature can be unreliable. It may be best to avoid using him.
- Gau - Not required for any quests. His rages make him uncontrollable and are a hassle to upgrade, but Gau can use certain enemy abilities that other characters can't use (such as the Nightshade Rage which confuses *any* enemy).
Anyway, you will need to split your party up into three teams. To make a well-rounded team, take one character from each column:
Your strongest normal physical attackers are: Edgar, Sabin, and Cyan. Edgar and Sabin both have physical attacks which can easily do 9999 damage and Cyan has powerful multi-enemy physical attacks when given time to charge up. Make sure each party has one.
Then you have your primary magic users. Those should be: Terra, Relm, and Celes. Make sure to teach them all the most powerful attack and healing spells.
Strago, Mog, and Gogo all make good secondary magic users, and they all have useful special abilities. Of course, Gogo can play any of these roles.
Finally, bring in one or two of the secondary fighters: Shadow, Locke, and Umaro. Load up Shadow with throwable items and he can beef up the physical attack power of a weak party. If you've saved up a lot of old swords for him, he can be pretty unstoppable in the final battles. Locke can be a strong attacker with relics like the Genji Glove. Same goes for Umaro and the Rage Ring or Blizzard Orb.
Beating Kefka's Tower
If you're just in Kefka's tower to kill the two dragons you need to get the crusader esper, look at Part I for the second and third party, and assign your strongest members to those groups. Otherwise, split up your parties however you'd like, and hopefully you've got a good collection of spells, party members, and abilities at your disposal.
You can return to the airship by going back to your starting positions and pressing A to grab onto the floating hook when it nears your party.
First Party: Part I
You may want to do this section last out of the first parts since the other two parties will need to open paths for you, or just expect to do a lot of switching back and forth. In addition, this path doesn't have either of the dragons to fight to win the crusader esper.
In any case, equip your party with your best equipment and head down and around to reach an entrance, making sure to pick up the chest along your way. In the next room head down the left conveyor belt to go forward, and you can use the right one to come back. Head through the passage to enter a room with a chest containing the fixed dice, and walk around and pass into another area. You'll be outside again, head down to go in another door and you'll find yourself in a room which needs to have a platform triggered by your second party. If you completed the other party's sections first you can move on, if not switch away and come back here later.
Once you can move on, head down and go into the room where a bunch of espers used to be. Pick up the hidden chest in the bottom left corner of the first alcove at the bottom of the screen if you didn't already pick up the chest that was here. Exit to the top right and you'll pass through another room empty of chests or interesting features. You'll find yourself at a bridge retracted and needs to be activated by your third party using a glowing switch on top of a chest. Once you've done so, you can move on. There's a chest down a path to the left, and an entrance into the next room which will lead you to a door which needs to be opened by both of your other parties standing on a switch.
Second Party: Part I
Don't forget to equip your party, and head to the bottom left to pass through a passage into another room. Go to the top left corner of that room for a Minerva armor. Head into the next room, and you can head up to pick up a tack star or down to find a few prison cells, the very left of which contains an optional boss fight with the Atma Weapon. Use your best physical attacks in general and ultima is always a safe bet.
After you beat it, it turns into a save point and you can head down to drop through a hole into a new area. Exit to the next area, and you'll see two pipes, one which drops you down a hole earlier on so you can head back, and one which leads you on to another area. Pick up the chest and head down. Cross over the right conveyor belt and go to the left corner to find another chest. You can cross back on the other conveyer belt, or go in the left entrance to pick up a ribbon and flip a switch which allows the first party to advance. Head outside and into the right entrance to get ready for a fight with the Gold Dragon. The fight is strictly optional but recommended if you intend to get the Crusader Esper. The dragon is weak against water. It is also vulnerable to poison and berzerk. Use your best physical or unblockable magic attacks to take it down. When you're done, send your party through the door on the left and have them stand on the switch to get ready to open the door for the first party.
Third Party: Part I
Equip your party, and head down the left conveyor belt to go forward. Open the chest and go into the first door you find and follow the path to pick up two more chests. Go back outside and to the bottom of the path to reach another area, back inside the magitek factory. Follow the bottom wall very carefully in this area to find a hidden path which will give you another Aegis shield, one of the best shields in the game. You'll need to go down through the bottom wall, to the left when it branches, then down, to the right, and up. If you're using an emulator you can usually remove the background layers to see the hidden paths. After you get the chest and head back out, cross up the conveyor belt to reach a new area. You can return to the previous area by entering the pipe, or move to the left for a boss fight. The main boss entity will reflect your magic attacks and do some nice delta hits with its other components, physical attacks and unblockable spells are your best bets as always.
After you beat the boss, head down through the next area and clear it out of treasure chests. Make sure you use the chest in the lower left corner with the glowing red dot to open up a path for your first party. Follow the conveyor belts around the area to pick up a rainbow crush as well. After that, head through the door to enter the hall where the Skull Dragon can be found. This one is weak against fire and pearl magic, so use those or the best spells and attacks at your disposal. If this is your final dragon you should also receive the Crusader Esper to teach you Meteor and Merton.
When you're finished head through the door and step on the switch to open up the door with your first party.
First Party: Part 2
One of your three parties will need to end up going through into the left passage, one will need to go in the right, and one will need to stay in the center. In order to keep things consistent, we will consider the party that goes down the left passage to be your first party, the one to go down the right to be your second, and the one which goes down the center to be your third.
Take your first party in the room with three switches and move them into the left passage. The room will seal behind you. Walk south and you'll be able to drop a weight on the switch used to open the central door, you may need to move the party standing on that switch. Walk all the way forward after that and wait on the switch.
Second Party: Part 2
If you just dropped the weight on the left switch, you should also have opened a ramp leading up to the central platform. Walk up that ramp and walk into the center passage. Go into the right section and the door will seal behind you. Walk all the way down and push the weight onto the switch as before, you may need to move the party standing on it again. Once you're done, walk back up and stand on the switch at the north of the room.
Third Party: Part 3
Keep in mind that this party will fight two bosses instead of one. By now both passages on the ramp should be open and your other two parties should be stepping on their respective switches. Simply send your third party up the ramp on the right side and into the center door. Go all the way north and step on the switch to open a passage for your same party. Walk back through the door to hit a switch which will open up two doors allowing your other parties to progress. You can switch to your other parties now or proceed onward in part 4 for the third party.
First Party: Part 4
Assuming you opened the door with your party in the center part of the room and you choose this party to end up on the left side, you can head down south and through a door on the left to reach another hallway. In the middle you'll find another boss fight with one of the three goddesses of magic, this one being named Doom. It will occasionally use a force field to shield itself and block certain elemental attacks. After you've beaten it, head through the pipe and switch parties when you reach the small green switch.
Second Party: Part 4
Assuming you opened the door in the center and used this party to go down the right side, send this party back around to the outside and go into the new door that's been opened. Head through the room and into a room with some statues to enter a boss fight with a goddess of magic appropriately named Goddess. She'll occasionally charm your party members and do various nasty attacks, and the battle will be in a side attack. Use your best combinations of magic and physical attacks as usual and you should get through. Go forward as usual to find the switch.
Third Party: Part 4
Go through the open door in the center passage, and in the next room you'll get into a boss fight with a Guardian. It's weak against bolt magic and water, and this time you can actually kill it. It will run the battle programs of past bosses you've faced, use your strongest magic, offering/genji-glove combo, and whatever else you have at your disposal. It will turn into a save point and you'll be able to move forward. The next area has a conveyor belt running in the opposite direction you won't be able to use, head to the bottom left exit to move on. The next area has a hidden treasure chest in one square to the left of the bottom right corner, it contains a ribbon relic. Walk up north and you'll fight the first of the three goddesses who are the source of all magic, Poltergeist. Instant death protection helps here, as well as a good complement of life and healing spells. After you beat her, you can head north to a save point, and jump down a pit to reach a room with a switch you can step on. You can either wait on the switch or head south to go back to a previous area.
After you beat the last goddess you'll learn that magic still hasn't vanished, because Kefka drained the magic of the three statues. You'll need to send all your parties north and onto the three green switches to beam them all up into a final boss fight with Kefka and a slew of nasty bosses. Keep in mind that this IS the point of no return, make sure you save your game before you step onto the switches. You can use the warp spell or a warp stone to return to the airship at this point
The Battle with Kefka
After you witness Kefka's speech and a few lines from every character you choose to bring with you, you'll get to choose the order in which you would like to place your entire party. You'll number them one to twelve, and when one of them dies in battle they'll be replaced. You can use Life3 spells to guarantee the survival of any characters which are particularly important to you. You'll have to fight your way through a chain of bosses and an angelic Kefka.
There will be four bosses to fight, most of which have multiple parts. Use Ultima repeatedly to do maximum damage, Edgar's Chainsaw, Sabin's Bum Rush, the genji-glove/offering/atma weapon combo. No boss has any weaknesses and cannot be harmed by most elemental magic. Heal often, and try to rely on physical attacks for the most efficient damage output.
When you finally reach Kefka, keep in mind he casts the fallen one spell to reduce everyone's HP to 1, like a lot of well known Square bosses. Have someone cast a Cure3 spell right after this happens, and use the most powerful spells and attacks you have, healing constantly. Eventually, he'll go down and you'll be treated to a twenty minute ending covering every character you rescued in your party. Celes's scene has a variation if Locke never joins you, Edgar's scene has a different version if Sabin never joins you, and Relm's scene is different without Strago.