Finished the game.
I did the chocobo quest, and created my GOLDIE. I got all of the four materias in the cave, though I didn't understand the use of HP<->MP materia (it is impossible going into the battle with only 999HP). Couldn't kill Ruby and Emerald, they were too strong for me. Though I think that if leveled up more, going into level 99 (finished the game on level 73) and mastering mime/quadra magic so to have duplicates of them, I could have probably killed them.
The final fight was just easy. Read after it that if you have all characters on level 99 and use Knights of the round on Jenova Synthesis, then Sephiroth could have 400000HP. Anyway, in my case he had only 80000. I used Knights of the round on him, and was prepared to mime it with Tifa, but the fecker turned Tifa into a frog. Anyway, after he used supernova, I countered him with omnislash which finished the job.
Finally, I must say that it was a great game and one of the best I have ever played, though I probably liked slightly more BioWare holy trinity (Kotor, ME and DA:O), but nevertheless there were about 55 hours of great fun (the second longest game I have played, after DA:O and it's DLCs). The soundtracks were amazing, especially the Aeris one, definitely the game with the best music I have played.
Looking forward to other final fantasies!