In order to gather the Celestial Weapons (Ultimate/Legendary Weapons), you require th Celestial Mirror. Before that, you need the Cloudy Mirror. The Cloudy Mirror can be found in the Calm Lands. When you race the Chocobo Trainer and win, you recieve the Cloudy Mirror as the prize. Right after, take the Cloudy Mirror to Macalania Woods. In the southern portion of Macalania Woods, there is located a Save Sphere, right by it you should see a Mother and a Child. The Mother mentions that her Husband is nowhere to be found, upon hearing that, go to the Macalania Woods campsite and you'll locate the Husband. Upon explaining the situation, return to the women you saw earlier. She'll thank you and as soon as she does a glowing path will appear. Enter the path and head west, you'll arrive to a boy and a large crystal, after talking to the boy Tidus will use the Cloudy Mirror and it will transform into the Celestial Mirror.