Never fear, the FF4 goddess is here.
Zeromus is hard for a final boss... I HIGHLY RECOMMEND being at least level 70..
As for where to gain levels? Try battling for hours on end in the one room where the pink puffs are (see
http://forums.ffshrine.net/showthread.php?s=&threadid=4841 for pics to that location) OR head on to the final floors and try to get into battles with 3 red dragons, or 2 behemoths, or a red dragon AND behemoth.
Oh Yea! Having the right spells is very important. You wanna make sure Rosa has Cure4 and Life2. You're gonna need those. Rydia is gonna need to have the Bahamut summon, Leviatan, and Asura.. For black magic, she is gonna need Flare (which she learns around level 50 (if I remember correctly) and Meteo (which she learns around Level 60)
You'll also want to fight all the treasure bosses to get all the best weapons and armor.
And if you want to spend hours and hours on getting the Adamant Armor for all your characters, then please see my pink puff thread.
As a master of FF4 (hard and easy types), I am the walking, talking FF4 strategy guide. ;)