Speak to Balthier in the Aerodrome when you are ready to leave Rabanastre and fly to Bhujerba. There are a few cutscenes as Vaan boards the Strahl airship for the first time with Balthier, Fran and Basch.
There is another short cutscene involving Penelo and Ba’Gamnan before the Strahl lands in the Skycity of Bhujerba. Vaan starts off in the Aerodrome – walk out the front doors for another cutscene.
This one involves Balthier talking about the Lhusu Mines and new character named Lamont (which is an obviously fake name) joining your party as a guest.
Travel to the top of the stairs on the east side of the city to find a Moogle from the Cartographer’s Guild. Speak to him and purchase both of the maps that he is selling: the map of Bhujerba and the map of the Lhusu Mines.
The shops in the Skycity of Bhujerba sell nearly the same items as those in Rabanastre. You should make sure that you have purchased the Libra Technick and make sure that one of your characters, likely Vaan, has used enough License Points to be able to use that technique (or make sure that it is the first move that he learns when you enter the Lhusu Mines later on if he has not learned it yet).
Purchase the “Self” Gambit from Bashketi’s Gambits shop. You should also purchase Silence, Vox and Disable Magick from Mait’s Magick shop (in the original PS2 version of the game). The majority of Bhujerba is blocked off by Imperial Guards so there isn’t too much to explore at this point.
Travel northeast to Lhusu Square and save your game at the Save Crystal.
Travel down into the Lhusu Mines when you are ready to continue.