Getting the 3 badges and bringing them to Shevat
Trading monster parts at Nortune
The Speed Shoes near Taura's House
The Holy Pendant/Hyper Mode trick
The Trader Card and fighting Dragons
Leveling up and getting cash before the last battle
RPS Badge - At Lahan (don't leave this for later!), talk to the RPS Maniac and challenge him. You must defeat him 5 times in a row to get the badge. It takes a bit luck, but there's an interesting trick that helps you guess which option he'll choose. After you win the first time, he won't use the same option he just lost with (if he used Rock and you used Paper, he won't use Rock the next time, so if you use Scissors, the worst case scenario would be a draw). After the fourth try, the process beings anew, though.
Hide and Seek Badge - At Bledavik (ignore the hotel for now), go into a small alley entrance where the two poor kids are to find one of them hiding and accept his challenge to play the game. After you leave the area from the pic below (go inside some house), he'll hide somewhere else.
Next he will hide behind the northern gate towards the Shakhan Square.
Then he'll hide behind the barrels near the Ethos shop.
Now find him behind the doorway south of the restaurant.
Lastly on the left side of the entrance on a corner, near the lady who tells you about a good hotel. It might be difficult to rotate the camera to this angle, but he's there.
Tag Badge - At the orphanage, help the kid near the fence by bringing all chickens inside the fence. Press the X button and the chicken will follow you for a while, so press again if it ignores you.
If you got all badges before heading to Shevat (for the first time), head to the Chu-Chu room and talk to one of them to get some good items for it.
The game works this way: you and your opponent have a total of 26 cards, but you see only four at a time on the screen. Your objective is to place your cards on the two middle cards following numerical order (it can be either a higher or a lower number). Remember that A=1 and K=13. Keep moving from the right to the left, pressing the Triangle or R1 button to place on the right, and the Square or L1 button to place on the left. I suggest you choose Citan or Emeralda, since they're the fastest characters while running (yes, you can run). Here's the list of duels:
Supply Entrance - NorthWest Corner - kid - Super Googles
Beer Hall - SouthEast Corner - guy - Premier Shoes
Armor Ground - Queenie - Deathblower 1
Yggdrasil Roof right after Elly's scene with Miang - Big Joe - LongDarkCoat
Snowfield Hideout (Crashed Shevat), Disc 2 - Kanna - Emer Jr. Doll (once), Bart Jr. Doll (twice in a row), Elly Jr. Doll (five times in a row)
The first time you visit the Battling Arena, it's basically just to advance in the game, but later on you can revisit Nortune (during Disc 2) and battle in exchange for many great items. Here are the options before you start battling:
Bonus Battling - This is the actual battling and there are some subdivisions of it: you can choose to play against a second player, the computer, or let 2 computer-controlled gears fight; you can also set the number of matches, the difficulty of the computer, and use the rubber band mode (yes, the 2 gears are attached by a rubber band and cannot get too far from each other. Unless you're up for some laughs, don't use this).
Practice - You can test your controls and skills against the computer or a second player.
Tutorial - All the details you want to know about battling, including controls, layouts, and hints.
Exit - Exit the screen.
One of the interesting things about battling is that you can choose your gear from many options. I usually prefer Xenogears (or Argento), but it's interesting to check some of the others, too.
Getting Argento - To use the secret gear, Argento, set the mode to hard and 3 matches, then fight ALL gears from the list (I suggest you use Weltall instead of Xenogears). After beating all of them, switch to Xenogears and fight Weltall (if you prefer, you can hold L2+R2 and press the directionals at the choose gear screen to choose your enemy). Argento should show as the last option from now on.
Getting El Regrs (Elly's Omnigear) - Couldn't be easier. Get inside Deus (yes, the last dungeon) and jump into the pit, then come back. You can now use Elly's Omnigear.
Although some people may not like battling, there is one thing that is worth fighting for here: the items you can trade (great gear parts, and some dolls that you can't find anywhere else in the game).
First thing: do NOT sell monster parts (yeah, I know parts isn't the best term) before reaching Kislev, and even after you do, wait until Rico gives you the Rank S title so that you can sell every part fot the best prices. You can also revisit Nortune during Disc 2 and check a small computer at the center of the map to trade monster parts.
During your first visit to Shevat, you can collect three rocks that allow you to access a secret room with many good items (lots of drives, Power Crisis, etc). Here are the rock locations:
Dawn Rock: At the Shevat Map before entering the palace or the city, check the southwest corner to find it.
Dark Rock: Go to the Chu-Chu's room and talk to the Chu-Chu at the top of a lamp (yes, you HAVE to do this). Check the fountain room and buy some Spider Web in the west room if you don't have it (you may have to buy it more than once), then jump onto the fountain top and check it. Just reel it in until you find the rock, you may have to buy 1 or 2 extra Spider Webs, but you'll eventually get it.
Dusk Rock: Head to the abandoned house (it's a house where you watch a scene with a wooden horse). Check the doll on a table of the first floor to get the rock.
With all the rocks, head to the only non-functional platform (it's a near an old woman who talks about thunder berries). The platform will activate if you have all the stones and you'll be taken to a secret room. Check the shelves and the table to get a bunch of useful items.
The forests around Taura's House hold some good treasures if you have a Trader Card equipped! Hang around any of them (I had more luck checking the forest to the north of Taura's House) until a Slugger shows up. It's a really easy monster, but if you have a Trader Card equipped, it'll drop the Speed Shoes (an amazing accessory that cuts the time between turns even for Gears! Now you don't have to worry so much about booster!). Also, Death Eaters drop Muscle Belts, which raises your defense a lot (even if it doesn't show up on you defense).
This is something that you can do early in the game by buying Holy Pendants at Nisan for 8000 G each (yes, I know you've been saving for the Ether Doubler, but this trick is also quite useful and Holy Pendants aren't that easily found later in the game). Holy Pendants double the effects of spells (Billy has one if you want to test them), but the really good thing is that they affect gears too! With a Holy Pendant equipped, every time you go into Hyper Mode (to use Infinity Deathblows), it lasts six turns instead of three! Form a party with three Speed Shoes and three Holy Pendants to make your life easier near the ending of the game.
As you may already know, you get a Trader Card by defeating Hammer during Disc 2 (check the Bosses section). One of the enemies that gives the best character items in the game (with a Trader Card equipped) is the Dragon at the Duneman Isle. It isn't an easy battle, though; I suggest you bring Fei with Yamikei and equip him with a Power Crisis and Speed Shoes (bring either Billy or some fast character like Citan, too). Have Fei with barely any HP to increase the Power Crisis' use and attack him! Don't use any other elemental deathblows, though; you risk healing the Dragon. If you manage to survive his breath, only heal the other two characters and leave Fei with a really low HP. The experience is worth the effort!
Getting cash couldn't be simpler: equip a Trader Card and head to the Anima Dungeon #2, then fight the Croaker Tribes. You'll get six Scales for each battle; get as many as you can and sell them at Kislev. Another way is selling all the Ether Ars +3 you get at Deus, but this one is easier. To raise your experience, equip yourself with a Hercules Ring and head to the lower levels of Deus. Fight Power Seraphs (they take some time to kill, but don't worry) to get lots of experience. I suggest staying near the Repairbot if you need healing, then come back and keep leveling up.
There is an unused video in the game with the song "Star of Tears". There are a couple of ways to access (by debugging, with a trick using the Making of Lunar CD, etc), but here's the easy way: Go to Segu's homepage and download PSMplay. Use it to examine the Disc 2 you should find the video amongst a bunch of other cool pictures.