I can't seem to find Zidane's ultimate weapon. The Strategy Guide doesn't seem to say. And I've gotten no indication as how to get it. Anyone know?

yeah you need to take your chocobo up 2 where the shimmering island used to be and then use a dead pepper

(POSSIBLE SPOILER AHEAD)

That's basically where it is, however, the Ultima Weapon is a little more complex to find than that.

Firstly, you have to be on disc 4 in order to uncover the Ultima Weapon, plus you MUST have at least a dark blue (ocean-going) chocobo (preferably a Gold one), along with plenty of Dead Peppers in your inventory.

Once you have fulfilled these requirements, ride the chocobo across the water to the area of ocean where the Shimmering Island was earlier in the game, near the Lost Continent, not far offshore from where Esto Gaza is located (in disc 4, it's been reduced to a few tiny icebergs jutting out of the sea - the weapon is located under water in the middle of these icebergs) . The Ultima Weapon is in a sunken treasure chest located in the exact spot the Shimmering Island is marked on the Gaia World map. If you try having the chocobo dive down slightly off mark, you won't find the Ultima Weapon.

Therefore, bring up the large World map and move the Gold/Dark Blue chocobo on the water until it's location marker on the map is postioned right on the Shimmering Island's mark on the map. Then, use a Dead Pepper.

You should then be able to recover the weapon without too many problems (along with the Invincible airship Card and something else which I can't quite remember at the moment.)