Final Attack: fight in the Battle Arena until you buy Omnislash and W-Summon. Once you have done so talk to one of the staff and she will ask you if you want to participate in special battles. These battles are tougher but the prize is worth it.
Added Effect (not Added Attack): it's in the Cave of the Gi. Keep breaking the odd shaped rocks in the holes in the wall until a door opens above you. Go to the second area and go left and down. You'll go through the door and you can pick up the Added Effect materia. Beware of the gold coloured liquid though. Walk, don't run on it because if you run on it you will slide out of control into a wall of spikes.
I'm finished here...
Special thanks to Yossy666 for the avatar and signature images.