A:
Ultima Weapon - first found in a crater on the first continent, then you chase him around the world map a few times and the real fight is over Cosmo Canyon
Emerald Weapon - Swimming around under the water guarding the sunken ship Gelinka, need to use the submarine to get to him.
Ruby Weapon - Roaming around the Corel desert

Q: What are all the possible colors of the chocobos and each of their specific powers?