Well i know your atleast past the ship by now i think. So you'd go from Costa De Sol to Coral, then to the Gold Saucer which after a while you get the buggy (which you can use to get Aeris 4th Limit, Great Gospel), then you go to Gongaga (think its spelt like that) which is optional i think, then to Cosmo Canyon and finally after that your at Nibelheim.
I'm pretty sure thats right