Can someone please tell me Where all the magazines are!! (If not all..

Weapons Monthly - March is in the Dollet

Communication Tower after fighting Elvoret.

Weapons Monthly - April is in Squall's dorm aftre Graduation.

Occult fan 1 can be found in the Balamb Garden Library on the bookshelf.

2 Timber Maniacs can be found in Balamb; 1 at train platform, and 1 in Balamb Hotel.

Pet Pals vol. 1 can be found in the Seed room on the train to Timber.

Pet Pals 2 on Rinoas bed after your meeting with her, Zone and Watts.

Pet Pals 3 & 4 are for sale at the pet shop in Timber.
The girl next door can be found at Timber Maniacs in a stack of magazines; you will give(for free) to Zone later in the game, and he will give you Shiva card.

Timber Maniacs mag. in Timber Maniacs artist office, and one in guest room at the hotel.

Timber Maniacs mag. at Galbadian Hotel in Deling City - one before going to the tomb, and one after.
Weapons Monthly - May in sewers under Deling City after you have been to the tomb.

Combat King 001 in D-District prison, first floor.
Weapons Monthly - June in Galbadian Missle Base after defeating BGH251F2.

At Fisherman's Horizon you can find 1 Timber Maniacs at Grease monkey's house, and 1 in FH Hotel.
Occult Fan 3 from the Master Fisherman.

Combat King 002 after defeating Raijin and Fujin in Balamb Garden while it is at FH.
Weapons Monthly - Aug. in Trabia Garden close to the statue, and Timber Maniacs in the cemetery.

Weapons Monthly - July in Balamb Training center on the ground, after going to Edea's house.
Timber Maniacs on the bridge of the White Seed ship.

In Esthar: Weapons Monthly - First Issue, on the floor in Pandora Lab as Laguna; Pet Pals 5 & 6 can be bought at pet store. Occult Fan 4 in Presidential Residence from Presidential Secretary.

Combat King 004 from Esthar soldier in middle of city.
Inside Lunatic Pandora is Combat King 005 in the Crystal Halls- in panel which hopefully open because of something you did earlier in the game as Laguna.
Combat King 003 in Balamb Hotel from library girl with pony tail.

Occult Fan 2 is in Dollet Pub owner's office, you can go in after you defeat him in cards.

Also in Dollet there are 2 Timber Maniacs, one on a table in the bar second floor, and one at the Hotel.
The last two Timber Maniacs... one on the floor at Edea's house, and one in Shumi Village at Artisan's house.

The only thing you get from reading Timber Maniacs is each time you read one, you get a different article about Laguna in Selphie's Diary.

That is all of them!!!!

As for your other question, you need Weapons Monthly - First Edition to get the 4 best weapons. You get it in the Pandora Lab.

As a matter of fact, you DON'T need a magazine to upgrade the weapons to their best - it's just advisable. As long as you have everything you need to upgrade the weapon, you can do so, even if you didn't know about the weapon.
As for all the magazines, the person before said (although you can buy a good number of them if you missed any from the Book Shop in Esthar.)