Lulu's Celestial Weapon - The Onion Knight
If you didn't already know, in order to complete any of the Celestial Weapon quests in Final Fantasy X you'll have to first obtain the Celestial Mirror. Once you've obtained the Celestial Mirror you'll be able to open the chests that contain each character's Celestial Weapon as well as powering them up in Macalania Woods.
Lulu's Celestial Weapon is one of the most difficult ones in the game to obtain and honestly considering how underpowered of a character Lulu is; I struggle to recommend you spend your time on this. You will need to collect The Onion Knight and the two crests for powering it up, Venus Sigil and Venus Crest.
The Onion Knight can be obtained from the Baaj Temple sidequest. It's one of the locations you can access by finding coordinates with the airship. Click on the Baaj Temple link for more information on that location and how to get there.
At the Baaj Temple you will need to defeat Geosgaeno in order to make the chest that contains The Onion Knight appear in the southern section of the water. A picture of where this chest can be found is in my screenshot below for anyone who is having trouble.
The Venus Crest is the easiest piece of this epic to obtain and it can be found in the Farplane in Guadosalam. You can't obtain this item on your first trip through Guadosalam unless you purposefully go back for it after you've completed this area. Once Maester Seymour leaves Guadosalam the chest will appear in the Farplane.
Inside the Farplane to the west once you enter you'll find the chest that holds the Venus Crest. The location is in my screenshot below.
This is the hardest part of Lulu's Ultimate Weapon and arguably the hardest part of any of the Celestial Weapons. If not hardest, definitely most annoying. If you haven't taken my advice on acquiring an item with [No Encounters] you're going to want to do so now as it's practically required for this part.
What you need to do in order to obtain the Venus Sigil is dodge 200 lightning bolts in the Thunder Plains... in a row. This feat would have been impossible for me if it weren't for the secret crater in Thunder Plains and save states. To elaborate on the 'secret crater' take a look at my screen shot below and keep reading!
There is a crater in the first section of Thunder Plains, it's just above where I am standing in the screenshot above (click to enlarge it if needed). The thing that makes this crater unique is that lightning will strike you each time you enter the crater. This makes the lightning strikes predictable and gives you a much needed advantage when it comes to dodging them.
What you'll need to do is run into the crater, dodge a lightning bolt and then exit the crater and run to the southwest - almost to the lightning rod pillar that's there. If you don't go far enough away from the crater then lightning won't strike when you enter it again, this is very important!
Every three lightning bolts I used a save state and it only took me 10 minutes or so to get all the lightning bolts I needed. If you can't use save states.... =(