Try to beat Lady Yunalesca's first form with just regular attacks and magic. When the next form comes up, she'll inflict Zombie, so try to leave at least 1 character inflicted with it, that way, when her last form comes up, and she casts Mega Death on everyone, that character won't be affected. Use your Aeons on the last battle, instead of the first two, that way, the Aeons can finish her off quickly. The characters I found useful for this battle was Tidus, Yuna, and Auron/Wakka. I hope this helps because I had a tough time with her too, and I found this was an easier way. Hopefully, if my strategy doesn't work, someone else here can help you out more.