This page deals with the chocobos in Final Fantasy 9. Chocobos, for those few who don't know, are big yellow birds, taller than a (wo)man. 
They've been in FF for ages, and in FF9 they're rare- you'll only really find a few. And one is named Choco- he's the one that you'll ride, train and evolve throughout the game. To begin the Chocobo Quest, as I collectively call the training, treasure hunting, weapon-finding and, finally, OZMA, the infamous Mega-Boss of Final Fantasy 9. Think Emerald weapon in 7 and Omega weapon in 8 and you're almost there.
Chocograph
On your way to Gizamaluke's Grotto, early on in the game, you'll be able to visit Chocobo Forest (near streamside on the map below). You'll have noticed it when looking through the telescope with Dagger. Here you'll meet Mene, Choco's friend, and the Moogle that'll look after all Chocobo- related stuff. You'll also be given Gyshal Greens, so move out to the world map and use them on the Footprints outside. Alpho! Presto! You have a chocobo! And what a chocobo! Train him well, and you can go to the skies with him!
The Chocograph Locations
This map shows the locations of all the chocographs throughout the game. If the map does not appear, right-click the empty box and select "Show Picture". If you still cannot see the map, e-mail me about it, please.
Evolving Choco, Chocobo Forest, Lagoon, and Paradise...
You first get Choco on your way to Gizamaluke's Grotto from Lindblum. It's east of Qu's Marsh. After this, you can play Chocobo Hot & Cold with Mene, and you may dig up an item called a chocograph. When riding Choco on the world map, press triangle to access the menu and equip a chocograph. You should now hunt down that area (see map above) and dig there with square to find a chest with treasures!
Now, as you continue to find treasures, you will begin to find "a puff of smoke" every few chests. When you wake up, Choco will have changed colour! Here is the key:
Yellow chocobos are bog-standard and are just useful for avoiding battles.
Light Blue chocobos can cross shallow water
Red chocobos can climb mountains
Deep Blue chocobos are able to cross oceans
Gold Chocobos can fly, taking off and landing in any forests
As your chocobo evolves, you will be able to access other areas. A Light Blue chocobo can get into Chocobo Lagoon, but it is very hard to find treasures in there until you're at least a Deep Blue. That's at the word "between" in between mountains on the above map. After this, a gold Chocobo is required to access Chocobo's Paradise. This place just looks cool, and you can talk to chocobos in it. A more important place is the Sky Garden...
The Chocobo's Sky Garden
So, you have a Gold Chocobo? Good going. Now, you've gone to the Paradise, yes? Well, now you have to find all 6 Chocograph pieces. I'm not sure if having all the pieces is absoulutely nessecary, but it's the way I did this. Now, you'll have a new chocograph to get. This next bit is the important one; you must find the floating shadow on the surface of Gaia somewhere. It is usually at one of four locations, each written on one of the 6 chocograph pieces. Check your Key items. When you find it, you should mount your Gold Chocobo and fly underneath it. Then use a Dead Pepper (an item obtained playing hot & cold when you have a red or better chocobo) on the shadow to send yourself flying into the sky! A word of warning: Do Not Touch The Eidolon Cave Until You Have Read Below:
Ozma, The Super Boss
This guy is hard as nails. When you find the Sky Garden and have walked around, you'll find an Eidolon cave. Mene will warn you about this! My advice is to leave the garden, save, then go back. Go over to the cave and prepare carefully- continuing to examine the cave will bring about an encounter with Ozma, the hardest enemy in the game. Forget Kuja and Necron, this guy is to them what a bouncer at the local night club is to 6 year old. Ozma is, basically, a ball. Or an orb, sphere, circle or similar. Most people reccomend staying away until you're at least lvl 80. I agree with them. This guy is really, really, difficult. Best advice is to equip anything that absorbs or reduces shadow damage. Ozma uses Doomsday magic, which can be devestating and also cures him, as he absorbs Shadow attacks. His weakness is Holy, so you should use that when possible. But curing is the most important thing. Now, you should bring magic users with you as only Freya and Amarant can attack physically, and even then only with the "Jump" and "Throw" abilities. This can be overcome by giving all 8 friendly monsters in the world whatever they ask for. If you have not done this, then Zidane should steal for quite a while, then start using the theivery skill. If an attack or cure leaves Zidane with the last digit in his HP being 7, use Lucky Seven skill to cause 7777 damage. Like I said, this guy is HARD. High levels might not find him much of a problem, but defeating him is something to be proud of.