Moving on from the eccentric Yojimbo, we come to Anima, the dark Aeon! Remember the big nasty thing Seymour used to pound you in Macalania? Its power can be yours as well!
After you have dealt with Maester Mika on the Highbridge (he's dead at last!), beam up to the airship.
Use the ship's "Search" function and look around coordinates X: 11 to 17, Y: 56 to 63. You should eventually find Baaj Temple, the place Tidus first materialized in Spira.
Make sure Tidus, Rikku and Wakka are pretty strong before you go there. If you have Stoneproof armor for them, now is the time to equip it.
Make sure that you have collected the Destruction Sphere treasure from every temple (see Related eHows on Quickly Passing the Cloisters of Trials). If you have not collected any of this treasure, go back and get it now. If you did not get the treasure from Bevelle, just cross your fingers and hope you saved in another slot, since you only get one chance to get the treasure from Bevelle. If you didn't get it the first time and walked out, you cannot go back! Consequently, you can never get Anima or the Magus Sisters.
Head to Baaj Temple and dive right in!
Approach the green dot and prepare to fight Geosgaeno again. He is tough, but not impossible! Hit him with Overdrives and Delay Buster as much as you can. Dark Buster helps too. Stoneproof armor will save you a ton of grief!
Head inside once Geosgaeno is dead. If you have not already done so, look around this pool with the Celestial Mirror for Lulu's Onion Knight.
Follow the path inside. There should be five statues and two treasure chests.
Loot the chests and activate all five statues. If a statue doesn't light, go back to the temple and look for the Destruction Sphere treasure. If Bevelle does not light up, sorry but it's time to reload an older game since, as stated, you cannot re-enter Bevelle temple. You must also break the seal and get the treasure from the Dome in Zanarkand by stepping on all the white seals, then getting the resulting loot. Head back and do this if you haven't already. You'll know you haven't if the seal in the center will not let you pass.
Proceed through the seal and meet the Fayth. No spoilers, but there is some interesting plot info here, along with the Aeon Anima!