Chocobo's Air Garden is the very last "Chocobo Forest" type area in the game. Floating in the sky, the only way to find this area is by searching the world for a slow moving, circular shadow. When found, entering this area merely requires floating above the shadow on Choco, and feed him a dead pepper. Within, the last (and best) of the Chocographs await!
Within the Air Garden lies the strongest and hardest boss in the game: Ozma! Ozma puts the "regular" final boss to shame in sheer power and speed. You need to be quick on your feet to beat this guy, and have the battle planned out before-hand.
Ozma also has regular attacks. So this is 10 potentially instant-KO-ing spells against a party of four. Whom do you choose? That's completely up to you, and there certainly is not a "perfect party" for the job. We recommend having at least one white mage and Freya, however.
One thing to note, when attempting to attack Ozma, is that you'll never be able to physically attack it until you go through all of the Friendly Monsters. Once you talk with the Friendly Yan, you will be able to physically attack ozma.
Ozma is certainly not easy. If you're still having troubles, we recommend looking through some of the strategies posted all over the place, including the one in our Game Guides page. Best of luck!