The last battle is meant to be a puzzle fight. You can:
- Use Break Damage Limit weapons to deal more damage than he can heal per turn
- Zombie him to reverse the effect of curative items and spells on him
- Cast Reflect on him so the Curaga bounces onto your party
- Use Doom on him
- Use Doublecast to deal more damage than he can heal
- Keep the Yu Pagodas incapacitated while Yu Yevon whittles down his own HP with his Gravija
- Use Magic Break+Shell on him to reduce Yu Yevon's healing power to ~2700 HP healed with Curaga
The puzzle nature of the battle could be coupled with PimpnCereal's excellent review on using the game's battle system as a thematic and story telling device. Yu Yevon is an entity that is not meant to be easily defeated despite his physical weakness, and the party must use their cunning to defeat Sin and him without the Final Aeon.
It's not that enjoyable a battle though, the aeon portion also being cumbersome; it just goes on too long I think, Braska's Final Aeon is already pretty lengthy if you are just doing a normal no frills playthrough.