First of all, if you have missed any Destruction Sphere/chests, you can return to previous temples after you have talked to Maester Mika at Bevelle. To go there, talk to Cid in your airship after you went to Zanarkand and after you have defeated Yunalesca. You will be in your Airship, find Yuna and talk to her, then return to Cid and talk to him, you will have a new area on your World Map called the Highbridge. Go there and you will have the scene with Mika. He will die after sending himself to the Farplane. He think that Spira doesn’t have any hope left for them since Yunalesca died.
After the scene, you will be in the Chamber of the Fayth where you will meet a Fayth, how ironic :). He will tell you more about Yu Yevon and why Sin always come back.
Once that scene is over, you will be able to return to previous temples and don’t bother going to Bevelle Temple since there is no way back. Don’t worry about the chest though, because you already have it. You must use it to exit the Cloister of Trials so it will automatically be included in the quest.
Once you have used every Destruction Spheres and picked up every chests in previous temples, go talk to Cid in the Airship and head to Baaj Temple. You will be in the area you were at the beginning of the game. Go north there and dive in the water. Swim toward the entrance of the temple and a familiar boss will attack you…
This is a pretty easy boss, just beware of its Stone Punch and KO Punch since it can petrify or kill your character with one single blow. You have no choice but to use Rikku, Wakka and Tidus for this fight. Since he can petrify all your characters and knock them out for the fight, you should equip armors with Stone Ward or Stoneproof. Unleash all of your attacks as fast as you can to put this boss in the books.
Once he is defeated, enter the temple by the entrance to the north. Head up into the Chamber of the Fayth. Look on the floor to find a Megalixir and four Mega-Potion, then you will see three statues on the left wall and three others statues on the right wall. Now examine each of the statues, since you have used the Destruction Spheres in previous temples, five statues will activate. Now, return to Zanarkand Temple to find the last Destruction Sphere.
In the area with the floor puzzle, you will need to do a new puzzle. In that puzzle, you need to activate every white blocks, there are three in the first room and four in the second room. You will now open a secret panel with a Destruction Sphere in it. Take it and return to the monitor in the last chamber. Insert the Destruction Sphere in one of the two slots there and the screen will blow up revealing a chest with a Magical Rod. Once you have done that, return to Baaj Temple. Now, the six statues will be activated and you will be able to go in the Chamber of the Fayth.
In the Chamber of the Fayth you will learn that the Fayth is Seymour’s mother. She will explain you how Seymour’s became such an evil being. After the scene, you will acquire the almighty Anima.