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Have Bluck summon Kum Kums. Only fight these Kum Kums and block until more Kum Kums are summoned. Rinse. Repeat. Easy EXP gains.
Last but no least, you can buy SHURIKEN here, plus the Lv.8 White/Black Spells plus other end game stuff. It's very convenient.
The game kind of doles out weapons to what the game expects you to be using. It gives you high agility weapons up until Air Knife, which makes the Thief really good... until he isn't. But then the game showers you in Dark Knight items around the time where you need to beat the splitting enemies. Later on, you get a new claw, a new holy lance and the masamune and so the game is basically telling us we should use those classes. Then you get the Ninja, and basically it's just saying dual wield the final 4 weapons in the final dungeons with dual ninja classes (or knight and ninja I guess if your knight has a lot of job levels and you want that extra safety until the boss chains come).
Depending on where you are in the game, Bahamut's cave might be the best place to grind as you can get access to it once you unlock the Invincible. Otherwise, just go into the final dungeons and progress and use Elixir's if you're having trouble - they aren't going to be useful beyond Eureka anyway as you will be so overpowered and the game gives you so many opportunities to get free mp back that you won't need them. You will naturally get to level 50 in the final dungeon, and with all the treasure unlocked, you should not need to grind or use elixirs anymore.
Also, ignore Optimal equipment and equip Ribbons on everyone - makes the final dungeon easier. Blind on your melee fighters really cuts into your damage, and they cast this a lot.
The 'doesn't need grinding' thing holds true of all/most Final Fantasy games provided you know the strategies, secret item locations etc. that make getting through everything easy. If you haven't played it before then Final Fantasy 3's bosses can sure catch you off guard. Especially the ones that spam strong full-party damage (Garuda is an example).
Also, if you're not using a well constructed team it may be really helpful to grind.
Again, the 'the game doesn't require grinding' thing is such a silly statement. I mean, you can beat Final Fantasy X without attaining a single sphere in the sphere grid. Just because it is possible doesn't mean it is optimal nor does it mean it is appropriate for new players to push through at the bare minimum level.
Swapping jobs a lot in Final Fantasy 3 can also make the experience significantly harder unless you grind new jobs back to a reasonable level before moving forward.