Oh man. The first time I played this I let Cid die and lost Shadow. I had no idea... no idea at all. The worst part, though, was that my Super Nintendo randomly deleted all the saves. And it was Alexx's copy of the game. Not cool. Of course, in his subsequent replaying he accidentally managed a glitch that got him a bunch of economizers, among other things.
...or was that the game my SNES deleted. I can't remember. Either way great stuff.