First off, machina is pronounced the same way in Spanish, just spelled differently (maquina). But that's not what this thread is about.
Maybe not everyone knows this, but, in case you're just as big a loser as myself, here's the explination.
Obviously, not all machina are banned. The ones used to fill up the blitzball stadium are not. This is proscribed by Yevon. That'll make sense in just a moment. The only machina that are forbidden are the offensive ones. Gee, I wonder why. The reason this is is because Yu Yevon, being the typical human (at the beginning), only wants to survive inside his armor (aka Sin). If he hadn't have stepped in and decreed that all machina are forbidden except for these, these, and these, Zanarkand and Bevelle would have eventually invented nuclear weapons, presuambly. Compared to nukes, the cannons and zapper thing are like trying to take down a rhino with a pea shooter. Nukes could have easily taken him out. Obviously, he forsaw this and decided that it was time for some divine intervention.
I'm not saying this was a bad thing. If Bevelle and Zanarkand had gone into full-scale nuclear warfare, the world would have, more than likely, been destroyed. Maybe he was taking this into account, too. Maybe he wanted people to worship him and his magnificant creation (Sin).
Am I wrong?

well if they had nukes there would be no ffx but wonder how is a sword better then a gun tidus sword does more dam then a gun

Guns are long range, thats how its better.

This is one thing I didn't quite understand:

Why do they still follow the teachings if he is Sina dn he is trying to destroy them?

The masses didn't know he was sin. Only the Maesters knew about it. Otherwise the masses would revolt and be constantly fighting sin in fullscale war instead of letting chosen summoners do it for them. I don't even think that the Al Bhed knew that Yu Yevon and Sin were one and the same. Only the Maesters and the Fayth knew it and of course Yevon himself.