I personally don't bother with steal. It's true that Gilgamesh has the Genji equipment, like in his other appearances as a boss throughout the series, but I don't use Steal one bit in FFV. It's not really necessary, not even against Gilgamesh.

I mean, you do you, but if you ask me, don't even bother with steal at all.

For real, the only games where I find steal important are FFIX and FFX. No other.

Steal from Sand Bears in the Desert to get Javelins, which are a strong weapon for how early you can get them (even if it's on a freelancer.)

The Dragon Lance Is stolen from dragon-like enemies in the Interdimensional Rift, but it's one of the strongest spears, especially against dragons like Shinryu.

Stingrays are annoying, but drop a powerful Rune Blade.