I sooooooooooooooooooooooooooooooooooooooooooooooooooo wish SE would make and HD port of this game and FFXII
Same, I think I would spend another 120 hours playing it just to see it looking more beautiful!
Anyway, the real question is do you want to complete the game or beat the game? As I have done pretty much both (though I must admit I didn't quite complete the monster arena, I just defeated Pennance)
Esentially the real aim is to beat the Dark Aeons, who are stupidly hard. So to do this, you want to max your characters out to 255 in every stat (except luck) and around 30,000 HP as you can guess this is going to take ages. So start by going to the Omega ruins, but you already have a slight issue in that you need to be capturing monsters to properly level up, so I would advise using monster capture weapons on your fighters
But if you are only doing 500 a hit, then this is a long way away (my Tidus does 99,999) so just keep going in the Omega Ruins, but if you really want to beat the game, this is the guide I used