The side quests feel like window dressing rather then distractions in this game, and none of them are really that "pull your hair out" levels of hard.
I always made sure to beat Hades to unlock the Synthesis shop. You get one of the strongest summons for Dagger, and best gear and accessories in the game for most of the roster. The Stellazzio fetch quest ties into this one pretty well.
The Chocobo mini-games and Friendly Monster sidequests are tied into the Ozma superboss fight.
Ultimate Weapons are like any other FF game. Some of them are easy to get and some of them are some straight up bull. They are spread out among most of the major side-quests of the game (Excalibur is kinda one of Steiner's for example.)
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