-Berserker- you get in Chapter 3 when you do the mission "Protect the Agency.
-Samurai- can be found two times, in Chapter 3 after you fought with the two Daevas in Kilika Temple you find it on the ground and in Chapter 5 you can fing it in one of the boxes in Kalika Temple.
-Mascot- in Chapter 5, but you have to get a "Episode Complete", but don't do the missions in Zanarkand or Macalania as last.
-Trainer- in Chapter 3, but you had to talk to Kimahri in Chapter 2 and chose the answer in the middle, then when you talk to him in Chapter 3, he will give you the sphere.
-Dark Knight- can be found in Chapter 2, 3, 5 under Bevelle (this is one of the best dresspheres).