-You can set the difficulty in story mode by going to options. Setting it to strong will make Moogle shops cheaper. I've been hearing others had to pay KP in the 100s and 1000s for simple things. (Yet to confirm) The A.I. doesn't really act any different from what I've seen and levels are still the same.
Early KP Gain Spots
-013's Squall's Story is an excellent place to get KP early. Simply have Multichain and KP Gambler and set your level to a desired amount lower than the Bonus. Gained about 300 KP a run through Squall's Story.
At the start in Corneria Gateway Buy from the moogle there. Its the same one that only sold pebbles. Buy The "KP Bonus" item from him the 1st and 2nd day after your bonus. Set your PSP To alternate these days until you have 5 of them. Go to "The Dragon King's Gateway" Set all your characters to LVL 1. Once you enter you'll get 99 KP Bonus. Just make your way towards the end Grabbing the Moogle statues. Before you grab the gold one on the 10th floor use all your KP Bonus items then grab the gold Moogle Statue. You get 19000+ KP each run. Alternately you can go to "The Forsaken Lands" Gateway and gain about 50,000+ KP a run.
Assist Escape on Certain HP Extensions
Using Assist Escape usually guarantees you escaped the attack. But Certain HP Extensions Still Catch regardless. However if you perform these at certain moments you'll escape them.
-Cloud's Omnislash V5
Wait till he does the last slash (the one from above) to avoid this move.
-Flare HP Wait till the last second to avoid this is hard to time.
-Swordshower Wait till he says "Dodge This!"
-Guiding Swipe Same as Swordshower but wait till before he says "This is it!"
-Cosmic Ray Just Assist Escape immediately and use controlled recovery to move away from the lightning. This move doesn't last very long.
-Rune Saber Assist Escape and move away from WoL
-Flare Same as Onion Knights
-Firaga Not very likely you'll avoid it as its the fastest HP Extension in the game.
-Ultima Dodge during Flare or during the Ultima startup. You can also just fall out of it with Controlled Recovery.
-Double Trouble Wait till he's at the height of his move so you don't drop back into the move after using assist escape.
-Anything she uses. Pretty much guess work in whether she'll continue the combo or not. Remember its only 3 different moves at max. You can fall out of it if you're lucky but best to assist escape when the move starts.
If All else fails EX Revenge. Yeah you lost your epic finish you were planning but you saved yourself some pain.
-You can activate EX Revenge during an EX Revenge. Although this is rare it's still possible.