I beat this game a few days ago and I've got to say, it is AWESOME. I never thought I'd say this, but I think that, overall, it's better than FFVII. Not a huge fan of blitzball, but I have to admit I've only played 2 games. The story was too captivating to play blitzball and not keep going. I did fairly minimal leveling up - never even got Ultima - and I think beat it after about 65 hours. Now I'm going back to my last save to continue leveling up and also finish getting the rest of the celestial weapons, jecht spheres, and overdrives.
I can't say enough how great this game is though - I'm not ashamed to state that the ending broke my heart
As far as the sphere grid, as others have said, just follow the linear path for awhile until you've gotten the hang of things. Then you should be able to see the advantages and disadvantages of branching out in any particular direction. Overall, I think the sphere grid was an EXCELLENT creation and I can only hope to see more of it in later FF games. It provided great balance - the exact opposite of FFVII's system which, for some reason, I used to love. While I still do, I've really come to appreceate the balance the sphre grid provides in making it hard to have any one character be good at everything.
And now I've rambled - hard not to do about this game - anyways, if you haven't gotten it, or beaten it, you must do so - it's great!