Your absolute must for immunising yourself to status effects is Body Temp. He'll inflict Heat on you more times than you'd enjoy, so it's a great way to smite an evil before you even get into battle. Stock up on Cleanse Tags [cures Zombie - can't remember if there's an ability that nulls it though], and Dead Peppers/Gysahl Greens [cures Berserk - again, don't recall there being an appropriate ability]. Equip Bright Eyes for Steiner and Zidane, and Loud Mouth for Eiko and Vivi; protect their strengths. ;p
Steiner's Doomsday Sword is a better option than actually using the Doomsday spell if you're not happy with the level of protection the dark-absorbing/nulling armour grants you - unless of course Steiner can hit for around 9000 as it is - in which case you needn't bother with using that technique.
He'll cast Protect and Shell on himself regularly, which you'll find to be a huge hindrance to your ability to kill him quickly. Make sure you use Eiko's Dispel as soon as he casts these support spells.
Last but not least, you'll probably want to head back and train some more. Memoria is a
great place for buffing your levels, so you needn't worry about wasting too much time training as you'll be around lvl 60+ in no time. Make sure you've visited Daguerro and bought all the stronger armours and add-ons there to ensure maximum protection, and for the love of God steal from Kuja

[Deathguise only has an Elixer, a Black Belt and Duel Claws - none of which you'll find that great at this point]. Might as well steal the Elixers from Necron too, if you're low on them... and if you have the time/energy to spare.