I'LL NEVER HAVE NOTHING TO DO AGAIN!
Aside from the quests, what I really enjoy doing is developing every character as much as possible. I also like setting up the teams. I find I have two, and the make-up is about the same. I have one team with Vaan (the heavy-hitter) leading Ashe (spell caster) and Fran (long-range weapon/spell-caster), and the other team is Balthier (long-range/pole/spear) leading Basch (heavy-hitter) and Penelo (spell-caster/thief genius). I'll mix up the teams (like when all the women have to be together for one particular side-quest monster), but I keep them about the same all the time.
I do have to say that buying the game-guide is required...for me, anyway. But use the on-line walk-throughs here are Gamespot, too. They'll give you hints on Gambits and Accessory use that the guide just doesn't offer.
All in all, this game is a must-have for any fan of RPG's, whether you like the series or not.