You can't get the ultamate weapons until you first get the airship, right?

Not really. You can start picking up the ultimate weapons once you're in the Calm Lands and optained the Cloudy Mirror, then power it up at Macalania Forest to get the Celestial Mirror. However, it is MUCH easier to get them all once you get the Airship cause backtracking all the way to some places will take awhile. Here's a lowdown where the ultimate/celestial weapons are and if you need the airship or not:

Tidus: Calm Lands (no need for airship)
Yuna: Calm Lands (no need for airship)
Wakka: Luca (long walk)
Auron: Mushroom Rock Road (long walk)
Rikku: Mushroom Rock Road (must use airship to enter password)
Lulu: Baaj Temple (must have airship to get to the temple)
Kimarhi: Thunder Plains (longish walk)