Was certainly not contemplating the auto-level method. I love this game so far. Since I began a couple nights ago, I've woken up every morning and wanted to do nothing pick up where I left off the day before.
As far as Shadow goes, any pointers so I don't lose him? Was reading in the guide that there is indeed a point in the game where I can lose him for good, I'd like to prevent that from happening.

Shadow comes and goes throughout most of the game but when you cn loose him for good I think it's at a point were the area you are is unstable and you have a timer to get back to the airship, once you get there you are given the option to either wait a little longer or leave; you have to wait and eventually Shadow appears and hops on to the airship when theres like 5 seconds left.

Also don't forget to pick up the optional characters: Gogo and Umaru... they are both pretty decent (although Umaru is just berserk, but with the right relics he's good). Keep in minds this is a game where you divide your group into 3 parties quite often, so it's good to level up at least 10 out of the 12 or 14 characters. Anyway I found most characters pretty useful, although I never bothered with Gau or Setzer.

Funny you mention the "splitting of the parties." My goal up to this point has been to make sure my parties are even, so right now I'm stuck heading to Vector with 3 party members, thinking I'd have some obligations with the other 3 dudes I left in Narshe. Hopefully Celes, Locke, and Edgar can handle my first trip to the MagiTek Factory.

If you got Edgar's Chainsaw in Zozo you shouldn't have any problems even if you are slightly underleveled, it thrashes through everything... and Celes ends up being one of the best characters I have ever seen in any FF game. It doesn't really matter who teams up with Edgar and Celes, if those 2 are in the party you should be able to kick ass

I'd say I'm a little ahead of the curve at this point in the game. Celes has learned Cure 2 (all of Kirin's spells, really) and within an hour of gameplay I should have Edgar with Cure 2. I have the chainsaw, although unless it's a boss I'm digging the auto crossbow the most right now. Those two characters, plus Locke are 23+ right as I'm on my way to Vector. I was just worried once I reached my destination I'd be wishing I had chosen a 4th character for my party.

Update:

Was able to hang on to Shadow, was getting nervous waiting for him at the edge of the Floating Continent for ~2 minutes, but he showed. Not looking forward to being done with the game and having to move on to something else.

Final Fantasy XIII is great, pretty tough though.
Well to someone with Arthritis like myself.

I still haven't really figured out what my beef was with XIII. I guess once I defeated Orphan I found no incentive to keep in grinding out the C'ieth Stone missions. I made it to Mission 40 something, never obtained the Trapha-whatever to get any final weapons, and because I had killed Orphan and I knew there was no storyline left to uncover. Ordered Anthologies off of Amazon and the rest is history. Might be a long time before I ever complete those damn missions.