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Worth mentioning for the chocobos, but the only way to get Ultima Weapon is to have a dark blue or gold chocobo. That alone makes it worth messing with them, not to mention the copious amounts of goodies available from finding and digging up all chocograph locations. It can be a somewhat time consuming minigame depending on your luck and probably how much the RNG agrees with you dealing with hot and cold, but it's worth it.