Depending on which Aeon(s) you want to fight, you can always shift this around a little; generally, the later the Aeon is available, the harder the boss. In general, if you already beat most of the Original Creations in the Monster Area, you should be fine, but here are some specifics.
- Overdrives: Simple enough - have the best everyone can get. If they get better ones. That means Blitz Ace for Tidus, Attack Reels for Wakka (yes, not the best in order, but definitely the best anyhow), Tornado for Auron, Nova for Kimahri, some stuff to do some crazy Mixing with Rikku, and ... well, you REALLY ought to have the Magus Sisters by now, but your use of them will likely be limited.
- Items: As many you can get of Remedies (if you don't use the Ribbon ability on everyone), Phoenix Downs (for Auto Phoenix), X-Potions (for Auto-Potion - trash all other Potions!!), Elixirs, and Megalixirs. Plus, there are a ton of good Mix combos for Rikku.
- Statistics: It varies. You'll want 175+ on your stats most likely if you're fighting in order, and simply bump up to 200+ once you pass Dark Ixion. Dark Bahamut on will require stats in the range of 225+, and Penance demands an effective set of maxed-out characters. There's no need to exceed 9,999 HP here, so don't bother, really. MP isn't much to worry over due to One MP Cost, but 999 is probably already yours if you have suitable stats to fight these guys.
- Weapons: The Celestial Weapons can suffice for this set of battles, but, to be honest, they're rather inferior except in the case of Auron - with him, having a lower percentage of HP can provide a damage boost of just over 210% at its lowest levels. (See the section A Bit About The Weapons for details.) With your self-made weapons, you'll likely want Break Damage Limit, Triple Overdrive, One MP Cost, and something else for the fourth slot. I'd go for Evade & Counter, Magic Counter, Magic Booster (works well with One MP Cost!), or Strength/Magic +20% (whichever your character will specialize in).
- Armor: Ribbon by far would be a great ability, though its use would be limited - plus, 297+ Dark Matters are hard to come by, but, damn, is the ability effective when you need it. Auto-Haste is also great, as is Auto-Potion and Auto-Phoenix. (Just be sure to trash all your Potions/Hi-Potions with the former!) Ultimately, those four abilities are the ones I recommend for a superb armor: Auto-Potion (with X-Potions only), Auto-Phoenix, Auto-Haste, and Ribbon - you'll be taking away every status but a few (but including KO), always halving physical damage (which comes a lot), always at doubled Agility, and healing for 9,999 HP when you take damage. Whether you want Break HP/MP Limit is up to you. Honestly, I got by without Break HP Limit (but 9,999 HP) - plus,NO attack exists that will exceed 9,999 damage that you cannot predict or counter or send in Aeons as cannon fodder for. One MP Cost defeats the purposes of Break MP Limit (unless you're casting over 1,000 spells per battle - what?), too.