I've just finished the opera bit and have travelled to the place on Setzer's airship. But i'm stuck on the base in the east. What do you do here?

You need to go to the city of Vector for this bit. There you'll find a guy wo'll help you get into the Magitek research facility. I think you're near the Esper Gate.

Before going to the Magitek Research Facility, make sure you have an armor/weapons to make your character stronger. Go to the Vector and find the old man who will help you and realize he is a spy from the Returners.

from the airship, whereabouts is Vector?

It's in the centre of the continent. If I were you I'd go to the other 3 cities on the continent first. Fight monsters, heal and buy better equipment. The Magitek Research Facility is pretty tough.

well i have Edgar at L35, Sabin - L35, Cyan - L31, Celes - L30 so i don't think i have to worry much in that department.

You may be surprised...

I dunno, I don't remember exact levels, but I've never had much trouble with the Research Facility myself. Maybe I just used Sabin too much...