I've gone through level 1. challenge, not entirely though, it was a blast nevertheless, gives you a new perspective.
Out of all characters Quina is essential, you come to realize her true potential, and start to appreciate the overall usefulness of Blue Magic, if for some strange reason you haven't already.
Using every trick possible is helpful as well, though you basically rely on various equipment, and abilities, depending on situation really. Stealing equipment, and items is also useful, highly recommended in fact, by doing so you save Gil which can be spent more wisely. Little bit of luck, patience, and you have yourself a lvl 1. playthrough.
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