The best way is to do missions with the Deserter heartless. They're easy to kill and this gives you a higher bonus and they take little time to kill. Deserters are in missions 13, 19, 40, and 70. 70 gets you the most HP. The best and fastest way is to equip the ring Extreme so you start with your limit. Use your limit and final limit to easily take out the heartless. After thats done just go to the dark corridor and restart. Since Extreme is equiped you also get a decent amount of EXP as well.
Wait until you get Zero Gear and then choose Lexeaus and do all of the missions. When you have done them all do mission (?)14(?) where you battle the Heartless Darkside. Just rush to the train station where you battle him. It is easy if you just hit it's hand about 5 times. It should take about a minute or 2 every time.
Talk to ALL of the organizations in the Grey Area when you complete a mission and they may give you free items or quests to do. If you complete the quests they give you there is a good chance that they will reward you with rare items such as Diamonds.
Complete the game and and then purchase Zero Gear from the Moogle shop. Equip it with Roxas and add 3 Ability Units and you will be able to play as a dual-wielding Roxas in Mission mode. In Story mode, Zero Gear will gain the three abilities from the ability units but it will revert to it's original form and you will be unable to dual wield.