You can get Aeris' Umbrealla by getting like 5000 points in Speed Square in the Gold Saucer. Cloud's Nailbat is in the Temple of the Ancients, I think you have to get knocked off the big clock by the seconds hand, then fight two ancient dragons, and the weapon is in a chest somewhere nearby...
I'm up to the last gang's HQ, some big mansion. I've defesated one of the bosses I think... Can't remember which though... It's been a while since I went on it.
Yeah, I agree that Ultimecia wasn't developed enough, like you say she had no proper motive. One thing I HATED about this game was drawing magic from monsters - it took SO long to draw 100 copies of each magic - especially at the beginning of the gaem when your characters have low magic stats.
The only one I used was Aeris' Umbrella. I thought this was useful as it gave her a decent attack power, and as for the lack of materia slots - I just equipped the Edincoat or Wizard bracelet. The Umbrella was especially useful when I was levelling up Aeris' limit breaks as she killed more...
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