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Best answer as chosen by Asker / Ratings
There are six destruction sphere treasures you need to get.
You get them from temples in:
Besaid
Kilika
Djose
Macalania
Bevelle
Zanarkand
If you missed some of them you can go back to all the temples again except for Bevelle but you have to use the destruction sphere in the Bevelle temple to complete the trials and you will find the chest with the destruction sphere treasure a HP sphere on the reset glyph just before you go to get Yuna in the chamber Of the Fayth so you should have this one already and if you don't there is nothing you can do.

The others for all the other temples are easy to get and you can go back to all of them anyway.

To get the destruction sphere in Zanarkand you will need to go back later in the game, this time you need to activate all the white squares in both areas of the trials, when you have done this the destruction sphere will appear in the first area and you will need to place it in the recess on the right of the screen in the second area in order to get the treasure.

It doesn't matter what order you get them in as long as you get all 6.