Hamfruitcake so this walkthrough is coming to an ebb and the time is now to actually prepare to face the mighty Emerald and Ruby Weapons... But first -
Chocobo Breeding[]
This will be very annoying.
Go to the Chocobo Barn and talk to the old Choco-bloke in the house on the left and rent out all of his stables for 10,000 gil each. Then go to Choco-boy in the barn and buy a bunch of greens, which ever and how ever many you would like, you'll be catching overall 5 chocobos so do the math. You can always come back for more.
Next up you can go talk to the Chocobo Sage. Fly up to the Northern Icy Continent and fly around and look for a small house hidden among the valleys on a patch of grass. It's not that difficult to find. Once inside you will find a purple fella and a green chocobo, talk to it and it'll spit out an Enemy Skill Materia, the last one available to you. Upstairs will be the Chocobo sage (purple fella) he'll think of telling you something but he'll promptly lose track of what he was on about if you ask him about his green chocobo. Buy a healthy stock of Sylkis Greens from him and whatever you do don't throw them at the chocobos you want to catch. These will be for breeding them later.
Before we even comprehend catching a chocobo we need a couple of extra things first. You will need 3 Carob Nuts and 1 Zeio Nut. To find them you have to steal them from some enemies. The Carob Nut can be stolen from Vlakorados, a red dinosaur monster in the area around Bone Village, they have a hefty amount of HP but don't have very powerful attacks. Steal 3 Carob nuts and then fly over to Goblin Island which is a speck of an island just to the north west of Midgar on the edge of the map. Steal a Zeio Nut from an encounter with a Goblin (they are short and goblin like) and then you're fully prepared.
Now to actually catch a chocobo. You'll need to equip at least one character with a Chocobo Lure Materia, equipped both will stack up your luck of finding a chocobo so it's up to you.
First fly to the Gold Saucer and find some tracks to near the desert in the east. Equip your Chocobo Lure and run around on the tracks and get into some battles. The chocobo you want will be accompanied by two Spencers which are blue floating lizards, catch 3 or 4 and send them back to the stables. You need one good female chocobo and one good male chocobo from here. When you've caught enough go to the Chocobo Barn and talk to the kid to move the chocobos in the stables you rented out. Set free the ones who are average and check the sex of the good ones by putting them in your stables. Give them names you can keep track of so you know who will mating who. You need a good male and female, if you don't back to the drawing board. Go find one!
Next fly to the Mideel area to find some Great Chocobos. The tracks are on just on the west of pool which was Mideel, the great Chocobos will be accompanied by one or two spirals, purple woodlouse like monsters. Catch 3 or four to ensure you get one male and one female and now we'll finally get down to the nitty gritty breeding process.
Save before you actually start breeding then head into the barn with your four caught chocobos and breed one great and good chocobo of the opposite sex together with a Carob Nut. At this point it doesn't matter what happens, just relax as you will probably get a blue or green chocobo of either gender. Now, if you get a male blue chocobo, you'll want a green female next, but the issue here is that it is completely random as to whether your other two chocobos will give up the goods and give birth to the right bird. Now is a good time to set the chocobos you just mated free and save. Mate the remaining yellow chocobos and if you don't get what you need reset and try again. If this does not work jump on the Highwind and run in and out of some towns, get in a couple fights then save and try again.
When you have blue and green, male and female then, well, I congratulate you for sticking it out this long, it get's much easier from now on. Well, less infuriating to say the least! Now feed your two wonderful and obedient chocobos as many of those Sylkis Greens you bought before as you dare. They are bloody expensive but as always selling any master materia you never intend to use (Transfrom, Mystify, All) to get some extra pennies will be well worth your time. When you're done fattening up your big colourful birds head to the Gold Saucer!
Head to the Chocobo Square to find Estelle standing by the jockey entrance/staff room on the left. It's time to sign up your feathered friends for some races! Race them until you have them both at Class B, or you have raced at least 5 each. It really doesn't matter if you do the long or short races but it does matter that you win.
With all those Sylkis Greens boosting their stats they will be massively unstoppable but just to be academic 
button speeds up choco, 
slows choco down and 
makes Choco sprint. Holding down on the shoulder buttons should boost your stamina but only boosts it when you're hold onto NOT , this will lower your stamina bar. But with all those greens you fed them. Hit SELECT to ensure you are on Manual Operation for all your buttons work. Although beware sometimes there is a ninja jockey who is on a black chocobo and will be a lot more skilled than his counter parts and may cause you some problems so strategy will be imperative here. Look out for that bugger.
When you've won 9 races overall you need to engage in 3-18 battles to ensure your new born chocobos can actually breed. Try 5 to be on the safe side and then try and breed them if not then try another 3-4 and try again. Back at the Chocobo Barn, save before throwing down the fur rug and light the candles, maybe sprinkle some rose petals about and have your two champion chocobos make feathery love. Use a Carob Nut as per. If it's a Black Chocobo congratulations you can move onto the next paragraph. If not do the old school favourite of resetting your game and trying again.
Once now to catch another chocobo, last one I swear! Fly over to the northern continent and land on the eastern most tip on the patch of grass and run around looking for a chocobo accompanied by one or two of those stupid rabbit creatures, you know, the cocky buggers with the carrots in their mouths. This will catch you a Wonderful Chocobo and you need it to be of the opposite sex to your Black Chocobo. So catch 2-3 just to be on the safe side to ensure you do get the sex you wish. Feed them a batch of Sylkis Greens and head to the Gold Saucer.
Race your chocobos 12 times overall ensuring they are at Class A. Don't worry about battling to ensure your Black Chocobo is ready to mate, that should be sorted from when you were trying to catch a Wonderful Chocobo but if it isn't ready just go outside and battle a couple more times to be on the safe side. Once again take our your romantic lighting and sequinned cushions and get those birds to make love with a Zeio Nut. Repeat ZEIO NUT not your average ole Carob Nuts. If the universe is on your side then you will receive a magnificent, a holy, a thrilling Golden Chocobo.
SUCCESS HALLELUIAH!
Now you can roam around the world and collect those three ultra rare materia from the materia caves around the globe which will greatly assist you during your fights against the Weapons. Let's mount this golden bastard and get this show on the fricking road!
Materia Caves[]
Your newly acquired Golden Chocobo can roam where it wishes, it's only limit is the sky. Unlike in FFIX, these golden chocobos can not fly but can run anywhere on the globe they fancy so that's pretty great.
Mime can be found on the Wutai Island on the eastern side. It's kind of hard to miss. Mime is a very useful move which will immediately copy the last move that was performed by a party member. You want everyone throwing out KOTR every single turn? Looks no further than this yellow coloured gem.
Quadra Magic if you haven't got it yet is on the north eastern part of the island with Mideel. It's a long stretch out to the end of the island. But you should already have that from when you initially got the Highwind on this page. Linked to a magic materia on your weaponry or armour this allows you to cast, said spell, four times. Nifty!
The cave containing the HP<->MP Materia, you may have already seen on your travels. It's in the moutainside on the desert not far from Corel with a river running through the middle. It's not too difficult to find. I'm not entirely sure I see the point of this materia as it quite simply switches your HP and MP values. Great if you need a lot MP, not great for when any high enough levelled beast can kill you with a simple slap...
The much coveted Knights of the Round materia is only accesible that there Gold Chocobo you have between your thighs currently. It's on Round Island at the top of the map in northern most corner of the map, not too difficult to find just impossible to reach if you don't have a Golden Chocobo. The most powerful summon in the game will attack the enemy 13 times with various powerful attacks and decimate any enemy standing in your way. Well... apart from those pesky weapons... But this will be the key to taking them on I assure you.
This page has taken me the large part of a day to finish so I'm going to leave it here for now...