Please note that the following walkthrough sections are full of spoilers. Do not read ahead if this is your first time playing through the game.
From the beginning of the game through to Junon, Mount Corel, Gold Saucer, Gongaga, Nibelheim and the Temple of the Ancients.
Starting with the Forgotten Capital and the Icicle Inn and proceeding through the Great Glacier, the Whirlwind Maze, Mideel and then retrieving the Huge Materia.
The Northern Cave and final side quests in the game and the final battle to save Gaia.