Where is the best place to train your guys?
At this moment i'm in bahamuts lair and training, about 5700 exp/men.

I find the best training to be in Crystal Tower. Find a BLUCK, and just attack the Kum Kums (lol to that name) that it summons until you want to end the fight. It can go on and on and on, and is an easy way than wandering around for random battles. If you want tolevel up job levels, then just pick a fight, and put everyone on guard. Once you've wasted around five rounds of battle, kill the enemy and your job level should increase. You could even do this with the goblins found in Altar Cave.

Bahamut's lair gives 5700 exp? Does it remain after you get Bahamut? Cause that's alot better then the sunken cave

OO yess, i found out those kum kum's by my self, you can be there forever.
I wanted a lv99 onion knight, so i killed 3 of my guys, and only fought with luneth, after one hour i got tons of exp, like millions!!!

Well at this point (Where you should get a lute)! I train at sunken cave! 3400 exp/men

I really don't get how the EXP thing works...if u kill ur own guys do u actually get more EXP?

No!! If you kill your own men then there won't be any extra exp!!! Each battle and monster have their own exp point!! But the problem is that point will be divided depends on the number of your party that survived the battle!! For example if you win a battle with 400 experience point (total) then if all your character survived this battle it will be divided into 4 so each character will get 100 exp point!!