Need some Gil to Bribe some expensive items off enemies to make killer weapons and armor? Or do you just want to max out your Gil counter and abuse Zanmato against Penance just to piss him off? Then this is the stuff for you!
Prerequisites : Have the Omega Ruins unlocked, and have someone with Steal. Ideally, you will also have someone with Gillionaire to maximize the process, and someone with First Strike to stop those Malboros from ambushing you in the meantime. If you have trouble finding weapons with those, Rikku's Godhand Celestial Weapon has Gillionaire and Auron's Masamune Celestial Weapon has First Strike.
Method : Simple enough - FIGHT! The main reason you're here is to find the Mimic enemies, which look like chests and only appear with the Zaurus enemy. When you open the chest, you have a 50% chance or so of fighting some kind of Mimic monster, all of which drop 50,000 Gil, or 100,000 Gil with Gillionaire. It's as simple as that, really! It doesn't take much more than an hour (at lower levels) to rack up over 1,000,000 Gil, and those able to fight decently against the Monster Arena Creations will easily see closer to 2,500,000 ~ 5,000,000 Gil, depending on their luck with the fights and their own sheer Strength. I managed to get around 6,500,000 Gil when I tried just after fighting off Penance, myself.