Yuna for healing. Hopefully you have her Nirvana unlocked, so everything cost One MP (really, any staff with One MP would work, I guess). She should always be healing. If she has Auto-Life, use it right away.
Tidus for attacking. He needs to have a weapon with Triple Overdrive and Break Damage Limit. That way, if he's strong enough, he can be doint at least 20K per hit. Have him use Hastega his first turn, then attack with Quick Hit, and whenever he gets his overdrive, he should use Blitz Ace (or the best one you have)
Anybody for the last slot. Preferably the person who can deal the most damage in a single hit. I used Auron. He had a weapon with BDL and Triple Overdrive too. If you took him through Tidus' sphere grid, then use Quick Hit with him also. Don't forget to use the odd Amour Break, Power Break and Zombie Attack. The Yu Pagodas will heal Jecht for a couple thousand every turn, I believe (been a while since I've played) so if you Zombify Jecht, the Yu Pagodas will actually damage him.
Just make sure that your health doesn't drop too low. I know Jecht as a few incrediablly strong attacks; as in, a couple thousand damage. If somebody dies, it isn't always wise to revive them the next turn possible, so choose when to use a Phoenix Down (or Full-Life) carefully. When Jecht's Overdrive meter gets close to full, have Tidus use the extra command "Talk" This will completely empty the overdrive meter. But "Talk" only works three or four turns, so choose wisely.